Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1989. Upgrade now.
Date Value
January 31, 2024 90.72%
December 31, 2023 90.72%
November 30, 2023 90.72%
October 31, 2023 90.72%
September 30, 2023 90.72%
August 31, 2023 90.72%
July 31, 2023 90.72%
June 30, 2023 90.72%
May 31, 2023 90.72%
April 30, 2023 90.72%
March 31, 2023 90.72%
February 28, 2023 90.72%
January 31, 2023 90.72%
December 31, 2022 90.72%
November 30, 2022 90.72%
October 31, 2022 90.72%
September 30, 2022 90.72%
August 31, 2022 90.72%
July 31, 2022 90.72%
June 30, 2022 90.72%
May 31, 2022 90.72%
April 30, 2022 90.72%
March 31, 2022 90.72%
February 28, 2022 90.72%
January 31, 2022 90.72%
Date Value
December 31, 2021 90.72%
November 30, 2021 90.72%
October 31, 2021 90.72%
September 30, 2021 92.07%
August 31, 2021 92.07%
July 31, 2021 92.07%
June 30, 2021 92.07%
May 31, 2021 92.07%
April 30, 2021 92.07%
March 31, 2021 92.07%
February 28, 2021 92.07%
January 31, 2021 92.07%
December 31, 2020 92.07%
November 30, 2020 92.07%
October 31, 2020 92.07%
September 30, 2020 92.07%
August 31, 2020 92.07%
July 31, 2020 92.07%
June 30, 2020 92.07%
May 31, 2020 92.07%
April 30, 2020 92.07%
March 31, 2020 92.07%
February 29, 2020 92.07%
January 31, 2020 92.07%
December 31, 2019 92.07%

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

90.72%
Minimum
Oct 2021
92.07%
Maximum
May 2019
91.40%
Average
92.07%
Median
May 2019

Max Drawdown (5Y) Benchmarks