Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2018. Upgrade now.
Date Value
March 31, 2024 50.97%
February 29, 2024 50.97%
January 31, 2024 50.97%
December 31, 2023 50.97%
November 30, 2023 50.97%
October 31, 2023 50.97%
September 30, 2023 50.97%
August 31, 2023 50.97%
July 31, 2023 50.97%
June 30, 2023 50.97%
May 31, 2023 50.97%
April 30, 2023 50.97%
March 31, 2023 50.97%
February 28, 2023 50.97%
January 31, 2023 50.97%
December 31, 2022 50.97%
November 30, 2022 50.97%
October 31, 2022 50.97%
September 30, 2022 48.15%
August 31, 2022 41.75%
July 31, 2022 41.75%
June 30, 2022 41.75%
May 31, 2022 41.75%
April 30, 2022 36.89%
March 31, 2022 32.85%
Date Value
February 28, 2022 25.90%
January 31, 2022 25.31%
December 31, 2021 22.73%
November 30, 2021 22.73%
October 31, 2021 22.73%
September 30, 2021 21.83%
August 31, 2021 21.83%
July 31, 2021 21.83%
June 30, 2021 21.83%
May 31, 2021 21.83%
April 30, 2021 21.83%
March 31, 2021 21.83%
February 28, 2021 21.83%
January 31, 2021 21.83%
December 31, 2020 21.83%
November 30, 2020 21.83%
October 31, 2020 21.83%
September 30, 2020 21.83%
August 31, 2020 21.83%
July 31, 2020 21.83%
June 30, 2020 21.83%
May 31, 2020 21.83%
April 30, 2020 21.83%
March 31, 2020 21.83%
February 29, 2020 15.88%

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

15.88%
Minimum
Apr 2019
50.97%
Maximum
Oct 2022
31.85%
Average
22.28%
Median