Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2008. Upgrade now.
Date Value
March 31, 2024 37.82%
February 29, 2024 37.82%
January 31, 2024 37.82%
December 31, 2023 37.82%
November 30, 2023 37.82%
October 31, 2023 37.82%
September 30, 2023 37.82%
August 31, 2023 37.82%
July 31, 2023 37.82%
June 30, 2023 37.82%
May 31, 2023 37.82%
April 30, 2023 37.82%
March 31, 2023 37.82%
February 28, 2023 37.82%
January 31, 2023 37.82%
December 31, 2022 37.82%
November 30, 2022 37.82%
October 31, 2022 37.82%
September 30, 2022 37.82%
August 31, 2022 37.82%
July 31, 2022 37.82%
June 30, 2022 37.82%
May 31, 2022 37.82%
April 30, 2022 37.82%
March 31, 2022 37.82%
Date Value
February 28, 2022 37.82%
January 31, 2022 37.82%
December 31, 2021 37.82%
November 30, 2021 37.82%
October 31, 2021 37.82%
September 30, 2021 37.82%
August 31, 2021 37.82%
July 31, 2021 37.82%
June 30, 2021 37.82%
May 31, 2021 37.82%
April 30, 2021 37.82%
March 31, 2021 37.82%
February 28, 2021 39.11%
January 31, 2021 40.33%
December 31, 2020 40.33%
November 30, 2020 47.85%
October 31, 2020 47.85%
September 30, 2020 47.85%
August 31, 2020 47.85%
July 31, 2020 47.85%
June 30, 2020 47.85%
May 31, 2020 47.85%
April 30, 2020 47.85%
March 31, 2020 47.85%
February 29, 2020 47.85%

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

37.82%
Minimum
Mar 2021
47.85%
Maximum
Apr 2019
41.27%
Average
37.82%
Median
Mar 2021

Max Drawdown (5Y) Benchmarks