Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2004. Upgrade now.
Date Value
April 30, 2024 99.98%
March 31, 2024 99.98%
February 29, 2024 99.98%
January 31, 2024 99.98%
December 31, 2023 99.98%
November 30, 2023 99.98%
October 31, 2023 99.98%
September 30, 2023 99.98%
August 31, 2023 99.98%
July 31, 2023 99.98%
June 30, 2023 99.98%
May 31, 2023 99.98%
April 30, 2023 99.98%
March 31, 2023 99.98%
February 28, 2023 99.98%
January 31, 2023 99.98%
December 31, 2022 99.98%
November 30, 2022 99.98%
October 31, 2022 99.98%
September 30, 2022 99.98%
August 31, 2022 99.98%
July 31, 2022 99.98%
June 30, 2022 99.98%
May 31, 2022 99.98%
April 30, 2022 99.98%
Date Value
March 31, 2022 99.98%
February 28, 2022 99.98%
January 31, 2022 99.98%
December 31, 2021 99.98%
November 30, 2021 97.73%
October 31, 2021 97.73%
September 30, 2021 95.45%
August 31, 2021 95.45%
July 31, 2021 94.32%
June 30, 2021 93.18%
May 31, 2021 88.89%
April 30, 2021 88.89%
March 31, 2021 88.89%
February 28, 2021 88.89%
January 31, 2021 88.89%
December 31, 2020 88.89%
November 30, 2020 88.89%
October 31, 2020 90.00%
September 30, 2020 94.74%
August 31, 2020 94.74%
July 31, 2020 94.74%
June 30, 2020 94.74%
May 31, 2020 94.74%
April 30, 2020 94.74%
March 31, 2020 94.74%

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

88.89%
Minimum
Nov 2020
99.98%
Maximum
Dec 2021
96.60%
Average
97.73%
Median
Oct 2021