Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2019. 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 100.00%
May 31, 2023 100.00%
April 30, 2023 100.00%
March 31, 2023 100.00%
February 28, 2023 100.00%
January 31, 2023 100.00%
December 31, 2022 100.00%
November 30, 2022 100.00%
October 31, 2022 100.00%
September 30, 2022 100.00%
August 31, 2022 100.00%
July 31, 2022 100.00%
June 30, 2022 99.73%
May 31, 2022 99.72%
April 30, 2022 99.72%
Date Value
March 31, 2022 92.82%
February 28, 2022 91.88%
January 31, 2022 90.39%
December 31, 2021 86.80%
November 30, 2021 80.17%
October 31, 2021 80.00%
September 30, 2021 80.00%
August 31, 2021 80.00%
July 31, 2021 80.00%
June 30, 2021 80.00%
May 31, 2021 80.00%
April 30, 2021 80.00%
March 31, 2021 80.00%
February 28, 2021 80.00%
January 31, 2021 80.00%
December 31, 2020 80.00%
November 30, 2020 80.00%
October 31, 2020 80.00%
September 30, 2020 80.00%
August 31, 2020 80.00%
July 31, 2020 80.00%
June 30, 2020 80.00%
May 31, 2020 80.00%
April 30, 2020 80.00%
March 31, 2020 80.00%

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

16.41%
Minimum
May 2019
100.0%
Maximum
Dec 2023
85.72%
Average
80.08%
Median