Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2009. Upgrade now.
Date Value
April 30, 2024 99.99%
March 31, 2024 99.99%
February 29, 2024 99.99%
January 31, 2024 99.99%
December 31, 2023 99.99%
November 30, 2023 99.99%
October 31, 2023 99.41%
September 30, 2023 99.41%
August 31, 2023 99.41%
July 31, 2023 99.41%
June 30, 2023 99.41%
May 31, 2023 99.41%
April 30, 2023 99.41%
March 31, 2023 99.41%
February 28, 2023 99.41%
January 31, 2023 99.41%
December 31, 2022 99.41%
November 30, 2022 98.82%
October 31, 2022 98.24%
September 30, 2022 96.47%
August 31, 2022 94.71%
July 31, 2022 99.00%
June 30, 2022 99.00%
May 31, 2022 99.00%
April 30, 2022 99.00%
Date Value
March 31, 2022 99.00%
February 28, 2022 99.00%
January 31, 2022 99.00%
December 31, 2021 99.00%
November 30, 2021 99.00%
October 31, 2021 99.00%
September 30, 2021 99.00%
August 31, 2021 99.90%
July 31, 2021 99.90%
June 30, 2021 99.90%
May 31, 2021 99.90%
April 30, 2021 99.90%
March 31, 2021 99.90%
February 28, 2021 99.90%
January 31, 2021 99.90%
December 31, 2020 99.90%
November 30, 2020 99.90%
October 31, 2020 99.90%
September 30, 2020 99.90%
August 31, 2020 99.90%
July 31, 2020 99.93%
June 30, 2020 99.98%
May 31, 2020 99.98%
April 30, 2020 99.99%
March 31, 2020 99.99%

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

94.71%
Minimum
Aug 2022
100.0%
Maximum
May 2019
99.49%
Average
99.90%
Median
Aug 2020