Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2005. Upgrade now.
Date Value
March 31, 2024 99.89%
February 29, 2024 99.89%
January 31, 2024 99.89%
December 31, 2023 99.89%
November 30, 2023 99.89%
October 31, 2023 99.89%
September 30, 2023 99.89%
August 31, 2023 99.89%
July 31, 2023 99.89%
June 30, 2023 99.89%
May 31, 2023 99.89%
April 30, 2023 99.89%
March 31, 2023 99.89%
February 28, 2023 99.89%
January 31, 2023 99.89%
December 31, 2022 99.89%
November 30, 2022 99.89%
October 31, 2022 99.89%
September 30, 2022 99.89%
August 31, 2022 99.89%
July 31, 2022 99.89%
June 30, 2022 99.89%
May 31, 2022 99.89%
April 30, 2022 99.89%
March 31, 2022 95.86%
Date Value
February 28, 2022 95.57%
January 31, 2022 95.57%
December 31, 2021 95.57%
November 30, 2021 93.75%
October 31, 2021 93.75%
September 30, 2021 93.71%
August 31, 2021 93.71%
July 31, 2021 93.71%
June 30, 2021 93.71%
May 31, 2021 93.71%
April 30, 2021 93.71%
March 31, 2021 93.71%
February 28, 2021 93.71%
January 31, 2021 93.71%
December 31, 2020 95.30%
November 30, 2020 96.23%
October 31, 2020 96.23%
September 30, 2020 96.23%
August 31, 2020 96.88%
July 31, 2020 96.88%
June 30, 2020 96.88%
May 31, 2020 96.88%
April 30, 2020 96.88%
March 31, 2020 96.88%
February 29, 2020 96.88%

Max Drawdown Definition

Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

93.71%
Minimum
Jan 2021
99.89%
Maximum
Apr 2022
97.36%
Average
96.88%
Median
Apr 2019

Max Drawdown (5Y) Benchmarks