Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1988. Upgrade now.
Date Value
March 31, 2024 39.09%
February 29, 2024 39.09%
January 31, 2024 39.09%
December 31, 2023 39.09%
November 30, 2023 39.09%
October 31, 2023 39.09%
September 30, 2023 39.09%
August 31, 2023 39.09%
July 31, 2023 39.09%
June 30, 2023 39.09%
May 31, 2023 39.09%
April 30, 2023 39.09%
March 31, 2023 39.09%
February 28, 2023 39.09%
January 31, 2023 39.09%
December 31, 2022 39.09%
November 30, 2022 39.09%
October 31, 2022 39.09%
September 30, 2022 39.09%
August 31, 2022 39.09%
July 31, 2022 39.09%
June 30, 2022 39.09%
May 31, 2022 39.09%
April 30, 2022 39.09%
March 31, 2022 39.09%
Date Value
February 28, 2022 39.09%
January 31, 2022 39.09%
December 31, 2021 39.09%
November 30, 2021 39.09%
October 31, 2021 39.09%
September 30, 2021 39.09%
August 31, 2021 39.09%
July 31, 2021 39.09%
June 30, 2021 39.09%
May 31, 2021 39.09%
April 30, 2021 39.09%
March 31, 2021 39.09%
February 28, 2021 39.09%
January 31, 2021 39.09%
December 31, 2020 39.09%
November 30, 2020 39.09%
October 31, 2020 39.09%
September 30, 2020 39.09%
August 31, 2020 39.09%
July 31, 2020 39.09%
June 30, 2020 39.09%
May 31, 2020 39.09%
April 30, 2020 39.09%
March 31, 2020 39.09%
February 29, 2020 24.22%

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

24.22%
Minimum
Apr 2019
39.09%
Maximum
Mar 2020
36.37%
Average
39.09%
Median
Mar 2020