Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2007. Upgrade now.
Date Value
March 31, 2024 99.99%
February 29, 2024 99.99%
January 31, 2024 99.99%
December 31, 2023 99.99%
November 30, 2023 99.44%
October 31, 2023 99.44%
September 30, 2023 99.44%
August 31, 2023 99.44%
July 31, 2023 99.44%
June 30, 2023 99.44%
May 31, 2023 99.44%
April 30, 2023 99.44%
March 31, 2023 99.44%
February 28, 2023 99.44%
January 31, 2023 99.44%
December 31, 2022 99.44%
November 30, 2022 99.44%
October 31, 2022 99.44%
September 30, 2022 99.44%
August 31, 2022 99.44%
July 31, 2022 99.44%
June 30, 2022 99.44%
May 31, 2022 99.44%
April 30, 2022 99.44%
March 31, 2022 99.44%
Date Value
February 28, 2022 99.44%
January 31, 2022 99.44%
December 31, 2021 99.44%
November 30, 2021 97.77%
October 31, 2021 97.77%
September 30, 2021 97.77%
August 31, 2021 94.67%
July 31, 2021 94.67%
June 30, 2021 97.33%
May 31, 2021 97.33%
April 30, 2021 97.33%
March 31, 2021 97.33%
February 28, 2021 97.33%
January 31, 2021 97.33%
December 31, 2020 97.78%
November 30, 2020 98.46%
October 31, 2020 98.46%
September 30, 2020 98.47%
August 31, 2020 98.82%
July 31, 2020 99.33%
June 30, 2020 99.33%
May 31, 2020 99.33%
April 30, 2020 99.33%
March 31, 2020 99.33%
February 29, 2020 99.33%

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

94.67%
Minimum
Jul 2021
99.99%
Maximum
Dec 2023
99.00%
Average
99.44%
Median
Dec 2021