Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2006. Upgrade now.
Date Value
April 30, 2024 98.43%
March 31, 2024 98.43%
February 29, 2024 98.43%
January 31, 2024 98.43%
December 31, 2023 98.43%
November 30, 2023 98.43%
October 31, 2023 98.43%
September 30, 2023 98.43%
August 31, 2023 98.43%
July 31, 2023 98.43%
June 30, 2023 98.43%
May 31, 2023 98.43%
April 30, 2023 98.43%
March 31, 2023 98.43%
February 28, 2023 98.43%
January 31, 2023 98.43%
December 31, 2022 98.43%
November 30, 2022 98.43%
October 31, 2022 98.43%
September 30, 2022 98.43%
August 31, 2022 98.43%
July 31, 2022 98.43%
June 30, 2022 98.43%
May 31, 2022 98.43%
April 30, 2022 98.43%
Date Value
March 31, 2022 98.43%
February 28, 2022 98.43%
January 31, 2022 98.43%
December 31, 2021 98.43%
November 30, 2021 98.43%
October 31, 2021 98.43%
September 30, 2021 98.43%
August 31, 2021 98.43%
July 31, 2021 98.43%
June 30, 2021 98.43%
May 31, 2021 98.43%
April 30, 2021 98.71%
March 31, 2021 98.97%
February 28, 2021 99.79%
January 31, 2021 99.79%
December 31, 2020 99.83%
November 30, 2020 99.83%
October 31, 2020 99.83%
September 30, 2020 99.83%
August 31, 2020 99.89%
July 31, 2020 99.89%
June 30, 2020 99.89%
May 31, 2020 99.89%
April 30, 2020 99.89%
March 31, 2020 99.89%

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

98.43%
Minimum
May 2021
99.89%
Maximum
May 2019
98.97%
Average
98.43%
Median
May 2021

Max Drawdown (5Y) Benchmarks