Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2009. Upgrade now.
Date Value
May 31, 2024 100.00%
April 30, 2024 100.00%
March 31, 2024 100.00%
February 29, 2024 100.00%
January 31, 2024 100.00%
December 31, 2023 100.00%
November 30, 2023 99.80%
October 31, 2023 99.80%
September 30, 2023 99.80%
August 31, 2023 99.80%
July 31, 2023 99.80%
June 30, 2023 99.80%
May 31, 2023 99.80%
April 30, 2023 99.59%
March 31, 2023 99.18%
February 28, 2023 99.18%
January 31, 2023 99.18%
December 31, 2022 99.18%
November 30, 2022 99.18%
October 31, 2022 99.18%
September 30, 2022 98.77%
August 31, 2022 98.36%
July 31, 2022 98.36%
June 30, 2022 96.73%
May 31, 2022 96.11%
Date Value
April 30, 2022 94.68%
March 31, 2022 92.23%
February 28, 2022 91.67%
January 31, 2022 91.67%
December 31, 2021 91.67%
November 30, 2021 91.67%
October 31, 2021 91.67%
September 30, 2021 91.67%
August 31, 2021 91.67%
July 31, 2021 99.89%
June 30, 2021 99.89%
May 31, 2021 99.89%
April 30, 2021 99.89%
March 31, 2021 99.89%
February 28, 2021 99.89%
January 31, 2021 99.89%
December 31, 2020 99.89%
November 30, 2020 99.89%
October 31, 2020 99.89%
September 30, 2020 99.89%
August 31, 2020 99.89%
July 31, 2020 99.89%
June 30, 2020 99.89%
May 31, 2020 99.90%
April 30, 2020 99.90%

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

91.67%
Minimum
Aug 2021
100.00%
Maximum
Jun 2019
98.46%
Average
99.89%
Median
Jun 2020

Max Drawdown (5Y) Benchmarks