Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2009. Upgrade now.
Date Value
April 30, 2024 99.67%
March 31, 2024 99.47%
February 29, 2024 99.43%
January 31, 2024 99.40%
December 31, 2023 99.40%
November 30, 2023 99.27%
October 31, 2023 99.27%
September 30, 2023 99.27%
August 31, 2023 99.27%
July 31, 2023 98.93%
June 30, 2023 98.63%
May 31, 2023 98.63%
April 30, 2023 98.47%
March 31, 2023 98.47%
February 28, 2023 98.00%
January 31, 2023 97.06%
December 31, 2022 97.06%
November 30, 2022 97.06%
October 31, 2022 97.06%
September 30, 2022 97.06%
August 31, 2022 97.06%
July 31, 2022 97.06%
June 30, 2022 97.06%
May 31, 2022 97.06%
April 30, 2022 97.06%
Date Value
March 31, 2022 97.06%
February 28, 2022 97.06%
January 31, 2022 97.06%
December 31, 2021 97.06%
November 30, 2021 97.06%
October 31, 2021 97.06%
September 30, 2021 97.06%
August 31, 2021 97.06%
July 31, 2021 97.06%
June 30, 2021 97.06%
May 31, 2021 97.06%
April 30, 2021 97.06%
March 31, 2021 97.06%
February 28, 2021 97.06%
January 31, 2021 97.06%
December 31, 2020 97.06%
November 30, 2020 98.54%
October 31, 2020 98.54%
September 30, 2020 98.54%
August 31, 2020 98.54%
July 31, 2020 98.54%
June 30, 2020 98.54%
May 31, 2020 98.59%
April 30, 2020 98.59%
March 31, 2020 98.59%

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

97.06%
Minimum
Dec 2020
99.67%
Maximum
Apr 2024
98.14%
Average
98.54%
Median
Jun 2020

Max Drawdown (5Y) Benchmarks