Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2008. Upgrade now.
Date Value
April 30, 2024 32.06%
March 31, 2024 32.06%
February 29, 2024 32.06%
January 31, 2024 32.06%
December 31, 2023 32.06%
November 30, 2023 32.06%
October 31, 2023 32.06%
September 30, 2023 32.06%
August 31, 2023 32.06%
July 31, 2023 32.06%
June 30, 2023 32.06%
May 31, 2023 32.06%
April 30, 2023 32.06%
March 31, 2023 32.06%
February 28, 2023 32.06%
January 31, 2023 32.06%
December 31, 2022 32.06%
November 30, 2022 32.06%
October 31, 2022 32.06%
September 30, 2022 32.06%
August 31, 2022 32.06%
July 31, 2022 35.39%
June 30, 2022 37.44%
May 31, 2022 37.83%
April 30, 2022 37.83%
Date Value
March 31, 2022 37.83%
February 28, 2022 37.83%
January 31, 2022 37.83%
December 31, 2021 37.83%
November 30, 2021 38.89%
October 31, 2021 38.89%
September 30, 2021 38.89%
August 31, 2021 38.89%
July 31, 2021 38.89%
June 30, 2021 41.67%
May 31, 2021 41.67%
April 30, 2021 41.67%
March 31, 2021 41.67%
February 28, 2021 41.67%
January 31, 2021 41.67%
December 31, 2020 41.67%
November 30, 2020 41.67%
October 31, 2020 41.67%
September 30, 2020 41.67%
August 31, 2020 41.67%
July 31, 2020 41.67%
June 30, 2020 41.67%
May 31, 2020 41.67%
April 30, 2020 41.67%
March 31, 2020 41.67%

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

32.06%
Minimum
Aug 2022
61.86%
Maximum
May 2019
39.94%
Average
38.89%
Median
Jul 2021

Max Drawdown (5Y) Related Metrics