Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2014. 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 97.70%
February 28, 2023 97.70%
January 31, 2023 97.70%
December 31, 2022 97.70%
November 30, 2022 97.70%
October 31, 2022 97.70%
September 30, 2022 97.70%
August 31, 2022 97.70%
July 31, 2022 97.70%
June 30, 2022 97.70%
May 31, 2022 97.70%
April 30, 2022 97.70%
Date Value
March 31, 2022 97.70%
February 28, 2022 97.70%
January 31, 2022 97.70%
December 31, 2021 97.70%
November 30, 2021 97.70%
October 31, 2021 95.49%
September 30, 2021 95.49%
August 31, 2021 95.49%
July 31, 2021 95.49%
June 30, 2021 95.49%
May 31, 2021 95.49%
April 30, 2021 95.49%
March 31, 2021 95.49%
February 28, 2021 95.49%
January 31, 2021 95.49%
December 31, 2020 95.49%
November 30, 2020 95.49%
October 31, 2020 94.93%
September 30, 2020 94.70%
August 31, 2020 94.70%
July 31, 2020 92.41%
June 30, 2020 92.34%
May 31, 2020 92.34%
April 30, 2020 92.34%
March 31, 2020 92.26%

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

86.81%
Minimum
May 2019
100.00%
Maximum
Apr 2023
95.70%
Average
96.60%
Median