Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2006. Upgrade now.
Date Value
January 31, 2024 53.97%
December 31, 2023 53.97%
November 30, 2023 53.97%
October 31, 2023 53.97%
September 30, 2023 53.97%
August 31, 2023 53.97%
July 31, 2023 53.97%
June 30, 2023 53.97%
May 31, 2023 53.97%
April 30, 2023 53.97%
March 31, 2023 53.97%
February 28, 2023 53.97%
January 31, 2023 53.97%
December 31, 2022 53.97%
November 30, 2022 53.97%
October 31, 2022 51.83%
September 30, 2022 51.54%
August 31, 2022 51.54%
July 31, 2022 51.54%
June 30, 2022 51.54%
May 31, 2022 48.58%
April 30, 2022 38.63%
March 31, 2022 35.49%
February 28, 2022 30.55%
January 31, 2022 30.53%
Date Value
December 31, 2021 30.53%
November 30, 2021 30.53%
October 31, 2021 30.53%
September 30, 2021 30.53%
August 31, 2021 30.53%
July 31, 2021 30.53%
June 30, 2021 30.53%
May 31, 2021 30.53%
April 30, 2021 30.53%
March 31, 2021 30.53%
February 28, 2021 30.53%
January 31, 2021 30.53%
December 31, 2020 30.53%
November 30, 2020 30.53%
October 31, 2020 30.53%
September 30, 2020 30.53%
August 31, 2020 30.53%
July 31, 2020 30.53%
June 30, 2020 30.53%
May 31, 2020 30.53%
April 30, 2020 30.53%
March 31, 2020 30.53%
February 29, 2020 27.39%
January 31, 2020 27.39%
December 31, 2019 27.39%

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

27.39%
Minimum
Feb 2019
53.97%
Maximum
Nov 2022
37.99%
Average
30.53%
Median
Mar 2020