Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1994. Upgrade now.
Date Value
February 28, 2023 56.33%
January 31, 2023 56.33%
December 31, 2022 56.33%
November 30, 2022 56.33%
October 31, 2022 56.33%
September 30, 2022 56.33%
August 31, 2022 56.33%
July 31, 2022 56.33%
June 30, 2022 56.33%
May 31, 2022 56.33%
April 30, 2022 56.33%
March 31, 2022 56.33%
February 28, 2022 56.33%
January 31, 2022 56.33%
December 31, 2021 56.33%
November 30, 2021 56.33%
October 31, 2021 56.33%
September 30, 2021 56.33%
August 31, 2021 56.33%
July 31, 2021 56.33%
June 30, 2021 56.33%
May 31, 2021 56.33%
April 30, 2021 56.33%
March 31, 2021 56.33%
February 28, 2021 56.33%
Date Value
January 31, 2021 56.33%
December 31, 2020 56.33%
November 30, 2020 56.33%
October 31, 2020 56.33%
September 30, 2020 56.33%
August 31, 2020 56.33%
July 31, 2020 56.33%
June 30, 2020 56.33%
May 31, 2020 56.33%
April 30, 2020 56.33%
March 31, 2020 56.33%
February 29, 2020 54.64%
January 31, 2020 54.64%
December 31, 2019 54.64%
November 30, 2019 54.64%
October 31, 2019 54.64%
September 30, 2019 54.64%
August 31, 2019 54.64%
July 31, 2019 54.64%
June 30, 2019 54.64%
May 31, 2019 54.64%
April 30, 2019 54.64%
March 31, 2019 54.64%
February 28, 2019 54.64%
January 31, 2019 54.64%

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

24.17%
Minimum
Mar 2018
56.33%
Maximum
Mar 2020
52.45%
Average
56.33%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks