Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2019. Upgrade now.
Date Value
March 31, 2024 89.79%
February 29, 2024 89.79%
January 31, 2024 89.79%
December 31, 2023 89.79%
November 30, 2023 89.79%
October 31, 2023 89.79%
September 30, 2023 89.79%
August 31, 2023 89.79%
July 31, 2023 89.79%
June 30, 2023 89.79%
May 31, 2023 89.79%
April 30, 2023 89.19%
March 31, 2023 89.19%
February 28, 2023 87.39%
January 31, 2023 87.39%
December 31, 2022 87.39%
November 30, 2022 86.41%
October 31, 2022 85.60%
September 30, 2022 84.56%
August 31, 2022 84.56%
July 31, 2022 84.56%
June 30, 2022 83.04%
May 31, 2022 79.50%
April 30, 2022 79.50%
March 31, 2022 79.50%
Date Value
February 28, 2022 79.50%
January 31, 2022 79.50%
December 31, 2021 79.50%
November 30, 2021 79.50%
October 31, 2021 79.50%
September 30, 2021 79.50%
August 31, 2021 79.50%
July 31, 2021 79.50%
June 30, 2021 79.50%
May 31, 2021 79.50%
April 30, 2021 79.50%
March 31, 2021 79.50%
February 28, 2021 79.50%
January 31, 2021 79.50%
December 31, 2020 79.50%
November 30, 2020 79.50%
October 31, 2020 79.50%
September 30, 2020 79.50%
August 31, 2020 79.50%
July 31, 2020 79.50%
June 30, 2020 79.50%
May 31, 2020 79.50%
April 30, 2020 79.50%
March 31, 2020 79.50%
February 29, 2020 51.85%

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

28.33%
Minimum
Apr 2019
89.79%
Maximum
May 2023
76.21%
Average
79.50%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks