Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2004. Upgrade now.
Date Value
February 28, 2023 83.55%
January 31, 2023 83.55%
December 31, 2022 83.55%
November 30, 2022 83.55%
October 31, 2022 83.55%
September 30, 2022 83.55%
August 31, 2022 83.55%
July 31, 2022 83.55%
June 30, 2022 83.55%
May 31, 2022 83.55%
April 30, 2022 83.55%
March 31, 2022 83.55%
February 28, 2022 83.55%
January 31, 2022 83.55%
December 31, 2021 83.55%
November 30, 2021 83.55%
October 31, 2021 83.55%
September 30, 2021 83.55%
August 31, 2021 83.55%
July 31, 2021 83.55%
June 30, 2021 83.55%
May 31, 2021 83.55%
April 30, 2021 83.55%
March 31, 2021 83.55%
February 28, 2021 83.55%
Date Value
January 31, 2021 83.55%
December 31, 2020 83.55%
November 30, 2020 83.55%
October 31, 2020 83.55%
September 30, 2020 83.55%
August 31, 2020 83.55%
July 31, 2020 83.55%
June 30, 2020 83.55%
May 31, 2020 83.55%
April 30, 2020 83.55%
March 31, 2020 83.55%
February 29, 2020 77.89%
January 31, 2020 77.89%
December 31, 2019 77.89%
November 30, 2019 77.89%
October 31, 2019 77.89%
September 30, 2019 77.89%
August 31, 2019 77.89%
July 31, 2019 77.89%
June 30, 2019 77.89%
May 31, 2019 77.89%
April 30, 2019 77.89%
March 31, 2019 77.89%
February 28, 2019 77.89%
January 31, 2019 77.89%

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

38.76%
Minimum
Mar 2018
83.55%
Maximum
Mar 2020
76.41%
Average
83.55%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks