Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2000. Upgrade now.
Date Value
March 31, 2024 52.76%
February 29, 2024 52.76%
January 31, 2024 52.76%
December 31, 2023 52.76%
November 30, 2023 52.76%
October 31, 2023 52.76%
September 30, 2023 52.76%
August 31, 2023 52.76%
July 31, 2023 52.76%
June 30, 2023 52.76%
May 31, 2023 52.76%
April 30, 2023 52.76%
March 31, 2023 52.76%
February 28, 2023 52.76%
January 31, 2023 52.76%
December 31, 2022 52.76%
November 30, 2022 52.76%
October 31, 2022 52.76%
September 30, 2022 43.25%
August 31, 2022 43.25%
July 31, 2022 43.25%
June 30, 2022 39.82%
May 31, 2022 37.98%
April 30, 2022 35.44%
March 31, 2022 35.44%
Date Value
February 28, 2022 35.44%
January 31, 2022 35.44%
December 31, 2021 35.44%
November 30, 2021 35.44%
October 31, 2021 35.44%
September 30, 2021 35.44%
August 31, 2021 35.44%
July 31, 2021 35.44%
June 30, 2021 35.44%
May 31, 2021 35.44%
April 30, 2021 35.44%
March 31, 2021 35.44%
February 28, 2021 35.44%
January 31, 2021 35.44%
December 31, 2020 35.44%
November 30, 2020 35.44%
October 31, 2020 35.44%
September 30, 2020 35.44%
August 31, 2020 35.44%
July 31, 2020 35.44%
June 30, 2020 35.44%
May 31, 2020 35.44%
April 30, 2020 35.44%
March 31, 2020 35.44%
February 29, 2020 33.84%

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

33.84%
Minimum
Apr 2019
52.76%
Maximum
Oct 2022
40.85%
Average
35.44%
Median
Mar 2020