Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2013. Upgrade now.
Date Value
May 31, 2024 47.43%
April 30, 2024 47.43%
March 31, 2024 47.43%
February 29, 2024 47.43%
January 31, 2024 47.43%
December 31, 2023 47.43%
November 30, 2023 47.43%
October 31, 2023 47.43%
September 30, 2023 47.43%
August 31, 2023 47.43%
July 31, 2023 47.43%
June 30, 2023 47.43%
May 31, 2023 47.43%
April 30, 2023 47.43%
March 31, 2023 47.43%
February 28, 2023 47.43%
January 31, 2023 47.43%
December 31, 2022 47.43%
November 30, 2022 47.43%
October 31, 2022 47.43%
September 30, 2022 47.43%
August 31, 2022 47.22%
July 31, 2022 47.22%
June 30, 2022 47.22%
May 31, 2022 41.54%
Date Value
April 30, 2022 41.54%
March 31, 2022 37.34%
February 28, 2022 32.83%
January 31, 2022 32.78%
December 31, 2021 32.05%
November 30, 2021 32.05%
October 31, 2021 32.05%
September 30, 2021 32.05%
August 31, 2021 32.05%
July 31, 2021 32.05%
June 30, 2021 32.05%
May 31, 2021 32.05%
April 30, 2021 32.05%
March 31, 2021 32.05%
February 28, 2021 32.05%
January 31, 2021 32.05%
December 31, 2020 32.05%
November 30, 2020 32.05%
October 31, 2020 32.05%
September 30, 2020 32.05%
August 31, 2020 34.30%
July 31, 2020 34.30%
June 30, 2020 34.30%
May 31, 2020 34.30%
April 30, 2020 34.30%

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

32.05%
Minimum
Sep 2020
47.43%
Maximum
Sep 2022
39.18%
Average
34.30%
Median
Jun 2019

Max Drawdown (5Y) Benchmarks