Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2012. Upgrade now.
Date Value
April 30, 2024 87.01%
March 31, 2024 87.01%
February 29, 2024 87.01%
January 31, 2024 87.01%
December 31, 2023 87.01%
November 30, 2023 87.01%
October 31, 2023 84.42%
September 30, 2023 83.12%
August 31, 2023 82.83%
July 31, 2023 82.83%
June 30, 2023 82.83%
May 31, 2023 82.83%
April 30, 2023 82.83%
March 31, 2023 82.83%
February 28, 2023 82.83%
January 31, 2023 82.83%
December 31, 2022 82.83%
November 30, 2022 82.83%
October 31, 2022 82.83%
September 30, 2022 82.83%
August 31, 2022 82.83%
July 31, 2022 82.83%
June 30, 2022 82.83%
May 31, 2022 82.83%
April 30, 2022 82.83%
Date Value
March 31, 2022 82.83%
February 28, 2022 82.83%
January 31, 2022 82.83%
December 31, 2021 82.83%
November 30, 2021 82.83%
October 31, 2021 82.83%
September 30, 2021 82.83%
August 31, 2021 82.83%
July 31, 2021 82.83%
June 30, 2021 82.83%
May 31, 2021 82.83%
April 30, 2021 82.83%
March 31, 2021 82.83%
February 28, 2021 82.83%
January 31, 2021 82.83%
December 31, 2020 82.83%
November 30, 2020 82.83%
October 31, 2020 83.17%
September 30, 2020 83.17%
August 31, 2020 83.17%
July 31, 2020 83.17%
June 30, 2020 83.17%
May 31, 2020 83.17%
April 30, 2020 83.17%
March 31, 2020 83.17%

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

82.83%
Minimum
Nov 2020
87.01%
Maximum
Nov 2023
83.38%
Average
82.83%
Median
Nov 2020