Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2010. Upgrade now.
Date Value
March 31, 2024 39.16%
February 29, 2024 39.16%
January 31, 2024 39.16%
December 31, 2023 39.16%
November 30, 2023 39.16%
October 31, 2023 39.16%
September 30, 2023 39.16%
August 31, 2023 39.16%
July 31, 2023 39.16%
June 30, 2023 39.16%
May 31, 2023 39.16%
April 30, 2023 39.16%
March 31, 2023 39.16%
February 28, 2023 39.16%
January 31, 2023 39.16%
December 31, 2022 39.16%
November 30, 2022 39.16%
October 31, 2022 39.16%
September 30, 2022 39.16%
August 31, 2022 39.16%
July 31, 2022 39.16%
June 30, 2022 39.16%
May 31, 2022 39.16%
April 30, 2022 39.16%
March 31, 2022 39.16%
Date Value
February 28, 2022 39.16%
January 31, 2022 39.16%
December 31, 2021 39.16%
November 30, 2021 39.16%
October 31, 2021 39.16%
September 30, 2021 39.16%
August 31, 2021 39.16%
July 31, 2021 39.16%
June 30, 2021 39.16%
May 31, 2021 39.16%
April 30, 2021 39.16%
March 31, 2021 39.16%
February 28, 2021 39.16%
January 31, 2021 39.16%
December 31, 2020 39.16%
November 30, 2020 39.16%
October 31, 2020 39.16%
September 30, 2020 39.16%
August 31, 2020 39.16%
July 31, 2020 39.16%
June 30, 2020 39.16%
May 31, 2020 39.16%
April 30, 2020 39.16%
March 31, 2020 39.16%
February 29, 2020 20.76%

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

20.76%
Minimum
Apr 2019
39.16%
Maximum
Mar 2020
35.79%
Average
39.16%
Median
Mar 2020