Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2003. Upgrade now.
Date Value
April 30, 2024 99.99%
March 31, 2024 99.99%
February 29, 2024 99.99%
January 31, 2024 99.99%
December 31, 2023 99.99%
November 30, 2023 99.99%
October 31, 2023 99.99%
September 30, 2023 99.99%
August 31, 2023 99.98%
July 31, 2023 99.97%
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 99.94%
October 31, 2022 99.94%
September 30, 2022 99.91%
August 31, 2022 99.81%
July 31, 2022 99.78%
June 30, 2022 99.78%
May 31, 2022 99.78%
April 30, 2022 99.62%
Date Value
March 31, 2022 99.62%
February 28, 2022 99.50%
January 31, 2022 99.33%
December 31, 2021 99.33%
November 30, 2021 99.33%
October 31, 2021 99.33%
September 30, 2021 99.33%
August 31, 2021 99.33%
July 31, 2021 99.33%
June 30, 2021 99.33%
May 31, 2021 99.33%
April 30, 2021 99.33%
March 31, 2021 99.33%
February 28, 2021 99.33%
January 31, 2021 99.33%
December 31, 2020 99.33%
November 30, 2020 99.33%
October 31, 2020 99.33%
September 30, 2020 99.33%
August 31, 2020 99.33%
July 31, 2020 99.33%
June 30, 2020 99.33%
May 31, 2020 99.33%
April 30, 2020 99.33%
March 31, 2020 99.33%

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

99.03%
Minimum
May 2019
99.99%
Maximum
Oct 2023
99.56%
Average
99.33%
Median
Nov 2019