Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2019. Upgrade now.
Date Value
April 30, 2024 48.64%
March 31, 2024 48.64%
February 29, 2024 48.64%
January 31, 2024 48.64%
December 31, 2023 48.64%
November 30, 2023 48.64%
October 31, 2023 48.64%
September 30, 2023 48.64%
August 31, 2023 48.64%
July 31, 2023 48.64%
June 30, 2023 48.64%
May 31, 2023 48.64%
April 30, 2023 48.64%
March 31, 2023 48.64%
February 28, 2023 48.64%
January 31, 2023 48.64%
December 31, 2022 48.64%
November 30, 2022 48.64%
October 31, 2022 48.64%
September 30, 2022 44.50%
August 31, 2022 40.64%
July 31, 2022 40.64%
June 30, 2022 40.64%
May 31, 2022 40.64%
April 30, 2022 30.13%
Date Value
March 31, 2022 30.13%
February 28, 2022 30.13%
January 31, 2022 30.13%
December 31, 2021 30.13%
November 30, 2021 30.13%
October 31, 2021 30.13%
September 30, 2021 30.13%
August 31, 2021 30.13%
July 31, 2021 30.13%
June 30, 2021 30.13%
May 31, 2021 30.13%
April 30, 2021 30.13%
March 31, 2021 30.13%
February 28, 2021 30.13%
January 31, 2021 30.13%
December 31, 2020 30.13%
November 30, 2020 30.13%
October 31, 2020 30.13%
September 30, 2020 30.13%
August 31, 2020 30.13%
July 31, 2020 30.13%
June 30, 2020 30.13%
May 31, 2020 30.13%
April 30, 2020 30.13%
March 31, 2020 30.13%

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

7.47%
Minimum
May 2019
48.64%
Maximum
Oct 2022
35.26%
Average
30.13%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks