Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2006. Upgrade now.
Date Value
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 100.00%
October 31, 2023 100.00%
September 30, 2023 100.00%
August 31, 2023 100.00%
July 31, 2023 100.00%
June 30, 2023 100.00%
May 31, 2023 100.00%
April 30, 2023 100.00%
March 31, 2023 100.00%
February 28, 2023 100.00%
January 31, 2023 100.00%
December 31, 2022 100.00%
November 30, 2022 100.00%
October 31, 2022 100.00%
September 30, 2022 100.00%
August 31, 2022 100.00%
July 31, 2022 100.00%
June 30, 2022 100.00%
May 31, 2022 100.00%
April 30, 2022 100.00%
Date Value
March 31, 2022 100.00%
February 28, 2022 100.00%
January 31, 2022 100.00%
December 31, 2021 100.00%
November 30, 2021 100.00%
October 31, 2021 100.00%
September 30, 2021 99.93%
August 31, 2021 97.50%
July 31, 2021 97.50%
June 30, 2021 98.50%
May 31, 2021 99.00%
April 30, 2021 99.00%
March 31, 2021 99.28%
February 28, 2021 99.37%
January 31, 2021 99.37%
December 31, 2020 99.37%
November 30, 2020 99.58%
October 31, 2020 99.64%
September 30, 2020 99.64%
August 31, 2020 99.64%
July 31, 2020 99.64%
June 30, 2020 99.64%
May 31, 2020 99.64%
April 30, 2020 99.64%
March 31, 2020 99.64%

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

97.50%
Minimum
Jul 2021
100.00%
Maximum
Oct 2021
99.70%
Average
100.00%
Median
Oct 2021