Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1996. Upgrade now.
Date Value
April 30, 2024 99.30%
March 31, 2024 99.30%
February 29, 2024 99.30%
January 31, 2024 99.30%
December 31, 2023 99.30%
November 30, 2023 99.30%
October 31, 2023 99.30%
September 30, 2023 99.30%
August 31, 2023 99.30%
July 31, 2023 99.30%
June 30, 2023 99.30%
May 31, 2023 99.30%
April 30, 2023 99.30%
March 31, 2023 99.30%
February 28, 2023 99.30%
January 31, 2023 99.30%
December 31, 2022 99.30%
November 30, 2022 99.30%
October 31, 2022 99.30%
September 30, 2022 99.30%
August 31, 2022 99.30%
July 31, 2022 99.30%
June 30, 2022 99.30%
May 31, 2022 99.30%
April 30, 2022 99.30%
Date Value
March 31, 2022 99.30%
February 28, 2022 99.30%
January 31, 2022 99.30%
December 31, 2021 99.30%
November 30, 2021 99.30%
October 31, 2021 99.30%
September 30, 2021 99.30%
August 31, 2021 99.30%
July 31, 2021 99.23%
June 30, 2021 99.23%
May 31, 2021 99.23%
April 30, 2021 99.19%
March 31, 2021 99.16%
February 28, 2021 99.16%
January 31, 2021 99.16%
December 31, 2020 99.04%
November 30, 2020 98.66%
October 31, 2020 98.66%
September 30, 2020 98.66%
August 31, 2020 98.66%
July 31, 2020 98.66%
June 30, 2020 98.16%
May 31, 2020 98.16%
April 30, 2020 98.16%
March 31, 2020 98.16%

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

94.72%
Minimum
May 2019
99.30%
Maximum
Aug 2021
98.39%
Average
99.30%
Median
Aug 2021