Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2019. Upgrade now.
Date Value
April 30, 2024 97.01%
March 31, 2024 95.96%
February 29, 2024 94.83%
January 31, 2024 94.83%
December 31, 2023 94.33%
November 30, 2023 94.23%
October 31, 2023 92.63%
September 30, 2023 90.55%
August 31, 2023 90.55%
July 31, 2023 90.55%
June 30, 2023 90.55%
May 31, 2023 90.55%
April 30, 2023 90.55%
March 31, 2023 90.55%
February 28, 2023 90.55%
January 31, 2023 90.55%
December 31, 2022 88.47%
November 30, 2022 86.20%
October 31, 2022 86.20%
September 30, 2022 86.20%
August 31, 2022 86.20%
July 31, 2022 86.20%
June 30, 2022 85.81%
May 31, 2022 79.74%
April 30, 2022 72.13%
Date Value
March 31, 2022 72.13%
February 28, 2022 70.36%
January 31, 2022 70.36%
December 31, 2021 65.26%
November 30, 2021 64.52%
October 31, 2021 64.52%
September 30, 2021 63.59%
August 31, 2021 63.59%
July 31, 2021 60.69%
June 30, 2021 60.69%
May 31, 2021 60.69%
April 30, 2021 60.69%
March 31, 2021 47.98%
February 28, 2021 45.29%
January 31, 2021 45.29%
December 31, 2020 45.29%
November 30, 2020 25.17%
October 31, 2020 25.17%
September 30, 2020 15.44%
August 31, 2020 9.52%
July 31, 2020 9.52%
June 30, 2020 9.52%
May 31, 2020 9.52%
April 30, 2020 9.52%
March 31, 2020 9.52%

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

0.70%
Minimum
May 2019
97.01%
Maximum
Apr 2024
55.77%
Average
64.52%
Median
Oct 2021

Max Drawdown (5Y) Benchmarks