Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2007. Upgrade now.
Date Value
March 31, 2024 59.59%
February 29, 2024 59.59%
January 31, 2024 59.59%
December 31, 2023 59.59%
November 30, 2023 59.59%
October 31, 2023 59.59%
September 30, 2023 59.59%
August 31, 2023 59.59%
July 31, 2023 59.59%
June 30, 2023 59.59%
May 31, 2023 59.59%
April 30, 2023 59.59%
March 31, 2023 59.59%
February 28, 2023 59.59%
January 31, 2023 59.59%
December 31, 2022 59.59%
November 30, 2022 59.59%
October 31, 2022 59.59%
September 30, 2022 59.59%
August 31, 2022 59.59%
July 31, 2022 59.59%
June 30, 2022 59.59%
May 31, 2022 59.59%
April 30, 2022 59.59%
March 31, 2022 59.59%
Date Value
February 28, 2022 59.59%
January 31, 2022 59.59%
December 31, 2021 59.59%
November 30, 2021 59.59%
October 31, 2021 59.59%
September 30, 2021 59.59%
August 31, 2021 59.59%
July 31, 2021 59.59%
June 30, 2021 59.59%
May 31, 2021 59.59%
April 30, 2021 59.59%
March 31, 2021 59.59%
February 28, 2021 59.59%
January 31, 2021 58.21%
December 31, 2020 58.21%
November 30, 2020 57.69%
October 31, 2020 55.10%
September 30, 2020 54.07%
August 31, 2020 54.07%
July 31, 2020 52.42%
June 30, 2020 51.38%
May 31, 2020 51.38%
April 30, 2020 51.38%
March 31, 2020 51.38%
February 29, 2020 51.38%

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

51.38%
Minimum
Apr 2019
59.59%
Maximum
Feb 2021
57.08%
Average
59.59%
Median
Feb 2021