Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2017. Upgrade now.
Date Value
May 31, 2024 100.0%
April 30, 2024 100.0%
March 31, 2024 100.0%
February 29, 2024 100.0%
January 31, 2024 100.0%
December 31, 2023 100.0%
November 30, 2023 100.0%
October 31, 2023 100.00%
September 30, 2023 100.00%
August 31, 2023 100.00%
July 31, 2023 99.92%
June 30, 2023 99.92%
May 31, 2023 99.92%
April 30, 2023 99.92%
March 31, 2023 99.92%
February 28, 2023 99.92%
January 31, 2023 99.92%
December 31, 2022 99.92%
November 30, 2022 99.92%
October 31, 2022 99.92%
September 30, 2022 99.87%
August 31, 2022 99.78%
July 31, 2022 99.78%
June 30, 2022 99.76%
May 31, 2022 99.76%
Date Value
April 30, 2022 99.66%
March 31, 2022 99.65%
February 28, 2022 99.65%
January 31, 2022 99.65%
December 31, 2021 99.65%
November 30, 2021 99.49%
October 31, 2021 99.35%
September 30, 2021 99.01%
August 31, 2021 98.82%
July 31, 2021 98.66%
June 30, 2021 98.36%
May 31, 2021 98.20%
April 30, 2021 97.90%
March 31, 2021 97.90%
February 28, 2021 97.90%
January 31, 2021 97.90%
December 31, 2020 97.90%
November 30, 2020 97.90%
October 31, 2020 97.90%
September 30, 2020 97.90%
August 31, 2020 97.90%
July 31, 2020 97.90%
June 30, 2020 97.90%
May 31, 2020 97.90%
April 30, 2020 97.90%

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

91.94%
Minimum
Jun 2019
100.0%
Maximum
Nov 2023
98.82%
Average
99.57%
Median

Max Drawdown (5Y) Benchmarks