Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2005. Upgrade now.
Date Value
April 30, 2024 99.90%
March 31, 2024 99.90%
February 29, 2024 99.90%
January 31, 2024 99.90%
December 31, 2023 99.90%
November 30, 2023 99.90%
October 31, 2023 99.90%
September 30, 2023 99.90%
August 31, 2023 99.90%
July 31, 2023 99.90%
June 30, 2023 99.90%
May 31, 2023 99.90%
April 30, 2023 99.90%
March 31, 2023 99.90%
February 28, 2023 99.90%
January 31, 2023 99.90%
December 31, 2022 99.90%
November 30, 2022 99.90%
October 31, 2022 99.90%
September 30, 2022 99.90%
August 31, 2022 99.90%
July 31, 2022 99.90%
June 30, 2022 99.90%
May 31, 2022 99.90%
April 30, 2022 99.90%
Date Value
March 31, 2022 99.90%
February 28, 2022 99.90%
January 31, 2022 99.90%
December 31, 2021 99.90%
November 30, 2021 99.90%
October 31, 2021 99.90%
September 30, 2021 99.90%
August 31, 2021 99.90%
July 31, 2021 99.90%
June 30, 2021 98.40%
May 31, 2021 99.20%
April 30, 2021 99.20%
March 31, 2021 99.20%
February 28, 2021 99.20%
January 31, 2021 99.48%
December 31, 2020 99.54%
November 30, 2020 99.54%
October 31, 2020 99.69%
September 30, 2020 99.69%
August 31, 2020 99.69%
July 31, 2020 99.69%
June 30, 2020 99.69%
May 31, 2020 99.69%
April 30, 2020 99.69%
March 31, 2020 99.69%

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

98.40%
Minimum
Jun 2021
99.90%
Maximum
Jul 2021
99.75%
Average
99.90%
Median
Jul 2021

Max Drawdown (5Y) Benchmarks