Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2009. Upgrade now.
Date Value
April 30, 2024 99.94%
March 31, 2024 99.94%
February 29, 2024 99.94%
January 31, 2024 99.94%
December 31, 2023 99.94%
November 30, 2023 99.94%
October 31, 2023 99.94%
September 30, 2023 99.94%
August 31, 2023 99.94%
July 31, 2023 99.94%
June 30, 2023 99.94%
May 31, 2023 99.94%
April 30, 2023 99.94%
March 31, 2023 99.94%
February 28, 2023 99.94%
January 31, 2023 99.94%
December 31, 2022 99.94%
November 30, 2022 99.94%
October 31, 2022 99.94%
September 30, 2022 99.94%
August 31, 2022 99.94%
July 31, 2022 99.94%
June 30, 2022 99.94%
May 31, 2022 99.94%
April 30, 2022 99.94%
Date Value
March 31, 2022 94.12%
February 28, 2022 94.12%
January 31, 2022 94.12%
December 31, 2021 94.12%
November 30, 2021 94.12%
October 31, 2021 94.12%
September 30, 2021 94.12%
August 31, 2021 83.33%
July 31, 2021 83.33%
June 30, 2021 83.33%
May 31, 2021 83.33%
April 30, 2021 83.33%
March 31, 2021 85.71%
February 28, 2021 87.50%
January 31, 2021 88.89%
December 31, 2020 90.00%
November 30, 2020 93.33%
October 31, 2020 94.74%
September 30, 2020 94.74%
August 31, 2020 96.00%
July 31, 2020 96.77%
June 30, 2020 97.14%
May 31, 2020 97.78%
April 30, 2020 97.78%
March 31, 2020 98.57%

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

83.33%
Minimum
Apr 2021
99.94%
Maximum
Apr 2022
96.44%
Average
99.58%
Median