Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1996. Upgrade now.
Date Value
March 31, 2024 99.74%
February 29, 2024 99.74%
January 31, 2024 99.74%
December 31, 2023 99.74%
November 30, 2023 99.74%
October 31, 2023 99.74%
September 30, 2023 99.74%
August 31, 2023 99.74%
July 31, 2023 99.74%
June 30, 2023 99.74%
May 31, 2023 99.74%
April 30, 2023 99.74%
March 31, 2023 99.74%
February 28, 2023 99.74%
January 31, 2023 99.74%
December 31, 2022 99.74%
November 30, 2022 99.74%
October 31, 2022 99.59%
September 30, 2022 99.54%
August 31, 2022 99.55%
July 31, 2022 99.75%
June 30, 2022 99.75%
May 31, 2022 99.77%
April 30, 2022 99.77%
March 31, 2022 99.77%
Date Value
February 28, 2022 99.77%
January 31, 2022 99.77%
December 31, 2021 99.77%
November 30, 2021 99.77%
October 31, 2021 99.77%
September 30, 2021 99.77%
August 31, 2021 99.77%
July 31, 2021 99.77%
June 30, 2021 99.77%
May 31, 2021 99.77%
April 30, 2021 99.77%
March 31, 2021 99.77%
February 28, 2021 99.77%
January 31, 2021 99.77%
December 31, 2020 99.77%
November 30, 2020 99.77%
October 31, 2020 99.77%
September 30, 2020 99.77%
August 31, 2020 99.77%
July 31, 2020 99.77%
June 30, 2020 99.77%
May 31, 2020 99.77%
April 30, 2020 99.77%
March 31, 2020 99.77%
February 29, 2020 99.77%

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

99.54%
Minimum
Sep 2022
99.77%
Maximum
Apr 2019
99.75%
Average
99.77%
Median
Apr 2019