Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1995. Upgrade now.
Date Value
March 31, 2024 67.05%
February 29, 2024 67.05%
January 31, 2024 67.05%
December 31, 2023 67.05%
November 30, 2023 67.05%
October 31, 2023 67.05%
September 30, 2023 67.05%
August 31, 2023 67.05%
July 31, 2023 67.05%
June 30, 2023 67.05%
May 31, 2023 67.05%
April 30, 2023 67.05%
March 31, 2023 67.05%
February 28, 2023 67.05%
January 31, 2023 67.05%
December 31, 2022 67.05%
November 30, 2022 67.05%
October 31, 2022 67.05%
September 30, 2022 67.05%
August 31, 2022 67.05%
July 31, 2022 67.05%
June 30, 2022 67.05%
May 31, 2022 67.05%
April 30, 2022 67.05%
March 31, 2022 67.05%
Date Value
February 28, 2022 67.05%
January 31, 2022 67.05%
December 31, 2021 67.05%
November 30, 2021 67.05%
October 31, 2021 67.05%
September 30, 2021 67.05%
August 31, 2021 67.05%
July 31, 2021 67.05%
June 30, 2021 67.05%
May 31, 2021 67.05%
April 30, 2021 67.05%
March 31, 2021 67.05%
February 28, 2021 67.05%
January 31, 2021 67.05%
December 31, 2020 67.05%
November 30, 2020 67.05%
October 31, 2020 67.05%
September 30, 2020 67.05%
August 31, 2020 67.05%
July 31, 2020 67.05%
June 30, 2020 67.05%
May 31, 2020 67.05%
April 30, 2020 63.09%
March 31, 2020 62.57%
February 29, 2020 37.31%

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

32.82%
Minimum
Apr 2019
67.05%
Maximum
May 2020
61.04%
Average
67.05%
Median
May 2020