Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2004. Upgrade now.
Date Value
February 29, 2024 51.55%
January 31, 2024 51.55%
December 31, 2023 51.55%
November 30, 2023 51.55%
October 31, 2023 51.55%
September 30, 2023 51.55%
August 31, 2023 51.55%
July 31, 2023 51.55%
June 30, 2023 51.55%
May 31, 2023 51.55%
April 30, 2023 51.55%
March 31, 2023 51.55%
February 28, 2023 51.55%
January 31, 2023 51.55%
December 31, 2022 51.55%
November 30, 2022 51.55%
October 31, 2022 51.55%
September 30, 2022 51.55%
August 31, 2022 51.55%
July 31, 2022 51.55%
June 30, 2022 51.55%
May 31, 2022 51.55%
April 30, 2022 51.55%
March 31, 2022 51.55%
February 28, 2022 51.55%
Date Value
January 31, 2022 51.55%
December 31, 2021 51.55%
November 30, 2021 51.55%
October 31, 2021 51.55%
September 30, 2021 51.55%
August 31, 2021 51.55%
July 31, 2021 51.55%
June 30, 2021 51.55%
May 31, 2021 51.55%
April 30, 2021 51.55%
March 31, 2021 51.55%
February 28, 2021 51.55%
January 31, 2021 51.55%
December 31, 2020 51.55%
November 30, 2020 51.55%
October 31, 2020 51.55%
September 30, 2020 51.55%
August 31, 2020 51.55%
July 31, 2020 51.55%
June 30, 2020 51.55%
May 31, 2020 51.55%
April 30, 2020 51.55%
March 31, 2020 51.55%
February 29, 2020 25.43%
January 31, 2020 25.43%

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

25.43%
Minimum
Mar 2019
51.55%
Maximum
Mar 2020
46.32%
Average
51.55%
Median
Mar 2020