Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2018. Upgrade now.
Date Value
April 30, 2024 100.0%
March 31, 2024 100.0%
February 29, 2024 100.0%
January 31, 2024 100.0%
December 31, 2023 100.0%
November 30, 2023 100.00%
October 31, 2023 100.00%
September 30, 2023 100.00%
August 31, 2023 100.00%
July 31, 2023 100.00%
June 30, 2023 99.97%
May 31, 2023 99.97%
April 30, 2023 99.94%
March 31, 2023 99.94%
February 28, 2023 99.92%
January 31, 2023 98.34%
December 31, 2022 98.34%
November 30, 2022 97.43%
October 31, 2022 97.35%
September 30, 2022 97.35%
August 31, 2022 97.35%
July 31, 2022 97.35%
June 30, 2022 97.34%
May 31, 2022 95.62%
April 30, 2022 93.59%
Date Value
March 31, 2022 90.59%
February 28, 2022 89.28%
January 31, 2022 87.50%
December 31, 2021 87.50%
November 30, 2021 87.50%
October 31, 2021 87.50%
September 30, 2021 87.50%
August 31, 2021 87.50%
July 31, 2021 87.50%
June 30, 2021 87.50%
May 31, 2021 87.50%
April 30, 2021 87.50%
March 31, 2021 87.50%
February 28, 2021 87.50%
January 31, 2021 87.50%
December 31, 2020 87.50%
November 30, 2020 87.50%
October 31, 2020 87.50%
September 30, 2020 87.50%
August 31, 2020 87.50%
July 31, 2020 87.50%
June 30, 2020 87.50%
May 31, 2020 87.50%
April 30, 2020 87.50%
March 31, 2020 82.31%

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

68.24%
Minimum
May 2019
100.0%
Maximum
Dec 2023
89.37%
Average
87.50%
Median
Apr 2020

Max Drawdown (5Y) Benchmarks