Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2013. Upgrade now.
Date Value
March 31, 2024 32.56%
February 29, 2024 32.56%
January 31, 2024 32.56%
December 31, 2023 32.56%
November 30, 2023 32.56%
October 31, 2023 32.56%
September 30, 2023 32.56%
August 31, 2023 32.56%
July 31, 2023 32.56%
June 30, 2023 32.56%
May 31, 2023 32.56%
April 30, 2023 32.56%
March 31, 2023 32.56%
February 28, 2023 32.56%
January 31, 2023 32.56%
December 31, 2022 32.56%
November 30, 2022 32.56%
October 31, 2022 32.56%
September 30, 2022 32.56%
August 31, 2022 32.56%
July 31, 2022 32.56%
June 30, 2022 32.56%
May 31, 2022 32.56%
April 30, 2022 32.56%
March 31, 2022 32.56%
Date Value
February 28, 2022 32.56%
January 31, 2022 32.56%
December 31, 2021 32.56%
November 30, 2021 32.56%
October 31, 2021 32.56%
September 30, 2021 32.56%
August 31, 2021 32.56%
July 31, 2021 32.56%
June 30, 2021 32.56%
May 31, 2021 32.56%
April 30, 2021 32.56%
March 31, 2021 32.56%
February 28, 2021 32.56%
January 31, 2021 32.56%
December 31, 2020 32.56%
November 30, 2020 32.56%
October 31, 2020 32.56%
September 30, 2020 32.56%
August 31, 2020 32.56%
July 31, 2020 32.56%
June 30, 2020 33.04%
May 31, 2020 33.72%
April 30, 2020 33.72%
March 31, 2020 33.72%
February 29, 2020 33.72%

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

32.56%
Minimum
Jul 2020
33.72%
Maximum
Apr 2019
32.84%
Average
32.56%
Median
Jul 2020

Max Drawdown (5Y) Benchmarks