Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1995. Upgrade now.
Date Value
February 28, 2023 99.99%
January 31, 2023 99.99%
December 31, 2022 99.99%
November 30, 2022 99.99%
October 31, 2022 99.99%
September 30, 2022 99.99%
August 31, 2022 99.99%
July 31, 2022 99.99%
June 30, 2022 99.99%
May 31, 2022 99.99%
April 30, 2022 99.99%
March 31, 2022 99.99%
February 28, 2022 99.99%
January 31, 2022 99.99%
December 31, 2021 99.99%
November 30, 2021 98.94%
October 31, 2021 98.94%
September 30, 2021 98.94%
August 31, 2021 98.18%
July 31, 2021 98.18%
June 30, 2021 98.18%
May 31, 2021 98.18%
April 30, 2021 98.18%
March 31, 2021 98.18%
February 28, 2021 98.18%
Date Value
January 31, 2021 98.18%
December 31, 2020 98.25%
November 30, 2020 98.36%
October 31, 2020 98.73%
September 30, 2020 98.73%
August 31, 2020 98.73%
July 31, 2020 98.73%
June 30, 2020 98.73%
May 31, 2020 98.73%
April 30, 2020 98.73%
March 31, 2020 98.73%
February 29, 2020 98.73%
January 31, 2020 98.73%
December 31, 2019 98.73%
November 30, 2019 98.73%
October 31, 2019 98.73%
September 30, 2019 98.73%
August 31, 2019 98.73%
July 31, 2019 98.73%
June 30, 2019 98.73%
May 31, 2019 98.73%
April 30, 2019 98.73%
March 31, 2019 98.73%
February 28, 2019 98.73%
January 31, 2019 98.73%

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

98.18%
Minimum
Jan 2021
99.99%
Maximum
Dec 2021
99.04%
Average
98.73%
Median
May 2019

Max Drawdown (5Y) Benchmarks