Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1998. Upgrade now.
Date Value
March 31, 2024 99.96%
February 29, 2024 99.96%
January 31, 2024 99.96%
December 31, 2023 99.96%
November 30, 2023 99.96%
October 31, 2023 99.96%
September 30, 2023 99.96%
August 31, 2023 99.96%
July 31, 2023 99.96%
June 30, 2023 99.96%
May 31, 2023 99.96%
April 30, 2023 99.96%
March 31, 2023 99.96%
February 28, 2023 99.96%
January 31, 2023 99.96%
December 31, 2022 99.96%
November 30, 2022 99.96%
October 31, 2022 99.96%
September 30, 2022 99.96%
August 31, 2022 99.96%
July 31, 2022 99.96%
June 30, 2022 99.96%
May 31, 2022 99.96%
April 30, 2022 99.96%
March 31, 2022 99.96%
Date Value
February 28, 2022 96.22%
January 31, 2022 96.22%
December 31, 2021 96.22%
November 30, 2021 96.22%
October 31, 2021 96.22%
September 30, 2021 96.22%
August 31, 2021 94.00%
July 31, 2021 94.00%
June 30, 2021 94.00%
May 31, 2021 94.00%
April 30, 2021 94.00%
March 31, 2021 94.00%
February 28, 2021 94.00%
January 31, 2021 95.00%
December 31, 2020 95.00%
November 30, 2020 95.00%
October 31, 2020 95.00%
September 30, 2020 95.00%
August 31, 2020 95.00%
July 31, 2020 95.00%
June 30, 2020 95.00%
May 31, 2020 95.00%
April 30, 2020 95.00%
March 31, 2020 95.00%
February 29, 2020 95.00%

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

94.00%
Minimum
Feb 2021
99.96%
Maximum
Mar 2022
97.48%
Average
98.16%
Median
Apr 2019