Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1999. Upgrade now.
Date Value
April 30, 2024 99.81%
March 31, 2024 99.81%
February 29, 2024 99.81%
January 31, 2024 99.81%
December 31, 2023 99.81%
November 30, 2023 99.81%
October 31, 2023 99.81%
September 30, 2023 99.81%
August 31, 2023 99.81%
July 31, 2023 99.81%
June 30, 2023 99.81%
May 31, 2023 99.81%
April 30, 2023 99.81%
March 31, 2023 99.81%
February 28, 2023 99.81%
January 31, 2023 99.81%
December 31, 2022 99.81%
November 30, 2022 99.81%
October 31, 2022 99.81%
September 30, 2022 99.81%
August 31, 2022 99.81%
July 31, 2022 99.81%
June 30, 2022 99.81%
May 31, 2022 99.81%
April 30, 2022 99.81%
Date Value
March 31, 2022 99.81%
February 28, 2022 99.81%
January 31, 2022 99.87%
December 31, 2021 99.87%
November 30, 2021 99.87%
October 31, 2021 99.87%
September 30, 2021 99.87%
August 31, 2021 99.87%
July 31, 2021 99.87%
June 30, 2021 99.87%
May 31, 2021 99.87%
April 30, 2021 99.87%
March 31, 2021 99.87%
February 28, 2021 99.87%
January 31, 2021 99.94%
December 31, 2020 99.94%
November 30, 2020 99.94%
October 31, 2020 99.94%
September 30, 2020 99.94%
August 31, 2020 99.94%
July 31, 2020 99.94%
June 30, 2020 99.94%
May 31, 2020 99.94%
April 30, 2020 99.94%
March 31, 2020 99.94%

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

99.81%
Minimum
Feb 2022
99.94%
Maximum
May 2019
99.87%
Average
99.87%
Median
Feb 2021

Max Drawdown (5Y) Benchmarks