Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2018. Upgrade now.
Date Value
March 31, 2024 14.30%
February 29, 2024 14.30%
January 31, 2024 14.30%
December 31, 2023 14.30%
November 30, 2023 14.30%
October 31, 2023 14.30%
September 30, 2023 14.30%
August 31, 2023 14.30%
July 31, 2023 14.30%
June 30, 2023 14.30%
May 31, 2023 14.30%
April 30, 2023 14.30%
March 31, 2023 14.30%
February 28, 2023 14.30%
January 31, 2023 14.30%
December 31, 2022 14.30%
November 30, 2022 14.30%
October 31, 2022 14.30%
September 30, 2022 14.24%
August 31, 2022 10.54%
July 31, 2022 10.54%
June 30, 2022 10.54%
May 31, 2022 10.54%
April 30, 2022 10.54%
March 31, 2022 10.54%
Date Value
February 28, 2022 10.54%
January 31, 2022 10.54%
December 31, 2021 10.54%
November 30, 2021 10.54%
October 31, 2021 10.54%
September 30, 2021 10.54%
August 31, 2021 10.54%
July 31, 2021 10.54%
June 30, 2021 10.54%
May 31, 2021 10.54%
April 30, 2021 10.54%
March 31, 2021 10.54%
February 28, 2021 10.54%
January 31, 2021 10.54%
December 31, 2020 10.54%
November 30, 2020 10.54%
October 31, 2020 10.54%
September 30, 2020 10.54%
August 31, 2020 10.54%
July 31, 2020 10.54%
June 30, 2020 10.54%
May 31, 2020 10.54%
April 30, 2020 10.54%
March 31, 2020 10.54%
February 29, 2020 2.36%

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

1.20%
Minimum
Apr 2019
14.30%
Maximum
Oct 2022
10.14%
Average
10.54%
Median
Mar 2020