Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2002. Upgrade now.
Date Value
April 30, 2024 98.18%
March 31, 2024 98.18%
February 29, 2024 98.18%
January 31, 2024 98.18%
December 31, 2023 98.18%
November 30, 2023 98.18%
October 31, 2023 98.18%
September 30, 2023 98.18%
August 31, 2023 98.18%
July 31, 2023 98.18%
June 30, 2023 98.18%
May 31, 2023 98.18%
April 30, 2023 98.18%
March 31, 2023 98.18%
February 28, 2023 98.18%
January 31, 2023 98.18%
December 31, 2022 98.18%
November 30, 2022 98.18%
October 31, 2022 98.18%
September 30, 2022 98.18%
August 31, 2022 98.18%
July 31, 2022 98.18%
June 30, 2022 98.18%
May 31, 2022 98.18%
April 30, 2022 98.18%
Date Value
March 31, 2022 98.18%
February 28, 2022 98.18%
January 31, 2022 98.18%
December 31, 2021 98.18%
November 30, 2021 98.18%
October 31, 2021 98.18%
September 30, 2021 98.18%
August 31, 2021 90.91%
July 31, 2021 88.00%
June 30, 2021 88.00%
May 31, 2021 88.00%
April 30, 2021 88.00%
March 31, 2021 88.00%
February 28, 2021 88.00%
January 31, 2021 88.00%
December 31, 2020 88.00%
November 30, 2020 88.00%
October 31, 2020 88.00%
September 30, 2020 88.00%
August 31, 2020 88.00%
July 31, 2020 88.00%
June 30, 2020 96.44%
May 31, 2020 96.44%
April 30, 2020 96.44%
March 31, 2020 96.44%

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

88.00%
Minimum
Jul 2020
98.18%
Maximum
Sep 2021
95.54%
Average
98.18%
Median
Sep 2021