Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2003. Upgrade now.
Date Value
March 31, 2024 91.70%
February 29, 2024 91.70%
January 31, 2024 91.70%
December 31, 2023 91.70%
November 30, 2023 91.70%
October 31, 2023 91.70%
September 30, 2023 91.85%
August 31, 2023 91.85%
July 31, 2023 91.85%
June 30, 2023 91.85%
May 31, 2023 91.85%
April 30, 2023 91.85%
March 31, 2023 91.85%
February 28, 2023 91.85%
January 31, 2023 91.85%
December 31, 2022 91.85%
November 30, 2022 91.85%
October 31, 2022 91.85%
September 30, 2022 91.85%
August 31, 2022 91.85%
July 31, 2022 91.85%
June 30, 2022 91.85%
May 31, 2022 91.85%
April 30, 2022 91.85%
March 31, 2022 91.85%
Date Value
February 28, 2022 91.85%
January 31, 2022 91.85%
December 31, 2021 91.85%
November 30, 2021 91.85%
October 31, 2021 91.85%
September 30, 2021 91.85%
August 31, 2021 91.85%
July 31, 2021 91.85%
June 30, 2021 91.85%
May 31, 2021 91.85%
April 30, 2021 91.85%
March 31, 2021 91.85%
February 28, 2021 91.85%
January 31, 2021 91.85%
December 31, 2020 91.85%
November 30, 2020 91.85%
October 31, 2020 91.85%
September 30, 2020 91.85%
August 31, 2020 91.85%
July 31, 2020 91.85%
June 30, 2020 91.85%
May 31, 2020 91.85%
April 30, 2020 91.85%
March 31, 2020 91.85%
February 29, 2020 91.85%

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

91.70%
Minimum
Oct 2023
91.85%
Maximum
Apr 2019
91.83%
Average
91.85%
Median
Apr 2019