Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1994. Upgrade now.
Date Value
April 30, 2024 59.60%
March 31, 2024 59.60%
February 29, 2024 59.60%
January 31, 2024 59.60%
December 31, 2023 59.60%
November 30, 2023 59.60%
October 31, 2023 59.60%
September 30, 2023 59.60%
August 31, 2023 59.60%
July 31, 2023 59.60%
June 30, 2023 59.60%
May 31, 2023 59.60%
April 30, 2023 59.60%
March 31, 2023 59.60%
February 28, 2023 59.60%
January 31, 2023 59.60%
December 31, 2022 59.60%
November 30, 2022 59.60%
October 31, 2022 59.60%
September 30, 2022 59.60%
August 31, 2022 59.60%
July 31, 2022 59.60%
June 30, 2022 59.60%
May 31, 2022 59.60%
April 30, 2022 59.60%
Date Value
March 31, 2022 59.60%
February 28, 2022 59.60%
January 31, 2022 59.60%
December 31, 2021 59.60%
November 30, 2021 59.60%
October 31, 2021 59.60%
September 30, 2021 59.60%
August 31, 2021 59.60%
July 31, 2021 59.60%
June 30, 2021 59.60%
May 31, 2021 59.60%
April 30, 2021 60.79%
March 31, 2021 63.69%
February 28, 2021 70.08%
January 31, 2021 70.08%
December 31, 2020 70.08%
November 30, 2020 73.30%
October 31, 2020 73.30%
September 30, 2020 73.30%
August 31, 2020 75.25%
July 31, 2020 77.09%
June 30, 2020 77.09%
May 31, 2020 77.09%
April 30, 2020 77.98%
March 31, 2020 78.27%

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

59.60%
Minimum
May 2021
86.51%
Maximum
May 2019
66.94%
Average
59.60%
Median
May 2021

Max Drawdown (5Y) Benchmarks