Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2019. Upgrade now.
Date Value
April 30, 2024 96.93%
March 31, 2024 96.93%
February 29, 2024 96.93%
January 31, 2024 96.57%
December 31, 2023 96.57%
November 30, 2023 96.24%
October 31, 2023 95.76%
September 30, 2023 95.05%
August 31, 2023 94.95%
July 31, 2023 94.95%
June 30, 2023 94.95%
May 31, 2023 94.95%
April 30, 2023 94.95%
March 31, 2023 94.95%
February 28, 2023 94.95%
January 31, 2023 94.95%
December 31, 2022 94.95%
November 30, 2022 94.95%
October 31, 2022 94.95%
September 30, 2022 93.86%
August 31, 2022 93.09%
July 31, 2022 92.93%
June 30, 2022 92.32%
May 31, 2022 90.99%
April 30, 2022 90.91%
Date Value
March 31, 2022 90.91%
February 28, 2022 90.91%
January 31, 2022 90.91%
December 31, 2021 90.91%
November 30, 2021 90.91%
October 31, 2021 90.91%
September 30, 2021 90.91%
August 31, 2021 90.91%
July 31, 2021 86.46%
June 30, 2021 86.46%
May 31, 2021 86.46%
April 30, 2021 86.46%
March 31, 2021 86.46%
February 28, 2021 86.46%
January 31, 2021 86.46%
December 31, 2020 86.46%
November 30, 2020 86.46%
October 31, 2020 78.99%
September 30, 2020 78.99%
August 31, 2020 77.58%
July 31, 2020 69.49%
June 30, 2020 69.49%
May 31, 2020 69.49%
April 30, 2020 69.49%
March 31, 2020 69.29%

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

21.21%
Minimum
May 2019
96.93%
Maximum
Feb 2024
82.04%
Average
90.91%
Median
Aug 2021

Max Drawdown (5Y) Benchmarks