Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2008. Upgrade now.
Date Value
March 31, 2024 71.48%
February 29, 2024 71.48%
January 31, 2024 71.48%
December 31, 2023 71.48%
November 30, 2023 71.48%
October 31, 2023 71.48%
September 30, 2023 75.61%
August 31, 2023 75.61%
July 31, 2023 75.61%
June 30, 2023 78.57%
May 31, 2023 78.57%
April 30, 2023 78.57%
March 31, 2023 78.57%
February 28, 2023 78.57%
January 31, 2023 78.57%
December 31, 2022 78.57%
November 30, 2022 78.57%
October 31, 2022 78.57%
September 30, 2022 78.57%
August 31, 2022 78.57%
July 31, 2022 78.57%
June 30, 2022 78.57%
May 31, 2022 78.57%
April 30, 2022 78.57%
March 31, 2022 78.57%
Date Value
February 28, 2022 78.57%
January 31, 2022 78.57%
December 31, 2021 78.57%
November 30, 2021 78.57%
October 31, 2021 78.57%
September 30, 2021 78.57%
August 31, 2021 78.57%
July 31, 2021 78.57%
June 30, 2021 78.57%
May 31, 2021 78.57%
April 30, 2021 78.57%
March 31, 2021 78.57%
February 28, 2021 78.57%
January 31, 2021 78.57%
December 31, 2020 78.57%
November 30, 2020 78.57%
October 31, 2020 78.57%
September 30, 2020 78.57%
August 31, 2020 78.57%
July 31, 2020 78.57%
June 30, 2020 78.57%
May 31, 2020 78.57%
April 30, 2020 78.57%
March 31, 2020 78.57%
February 29, 2020 78.57%

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

71.48%
Minimum
Oct 2023
78.57%
Maximum
Apr 2019
77.71%
Average
78.57%
Median
Apr 2019

Max Drawdown (5Y) Related Metrics