Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2001. Upgrade now.
Date Value
April 30, 2024 100.00%
March 31, 2024 100.00%
February 29, 2024 100.00%
January 31, 2024 100.00%
December 31, 2023 100.00%
November 30, 2023 100.00%
October 31, 2023 100.00%
September 30, 2023 100.00%
August 31, 2023 100.00%
July 31, 2023 100.00%
June 30, 2023 100.00%
May 31, 2023 100.00%
April 30, 2023 100.00%
March 31, 2023 100.00%
February 28, 2023 100.00%
January 31, 2023 100.00%
December 31, 2022 100.00%
November 30, 2022 100.00%
October 31, 2022 100.00%
September 30, 2022 100.00%
August 31, 2022 100.00%
July 31, 2022 100.00%
June 30, 2022 100.00%
May 31, 2022 100.00%
April 30, 2022 100.00%
Date Value
March 31, 2022 100.00%
February 28, 2022 100.00%
January 31, 2022 100.00%
December 31, 2021 100.00%
November 30, 2021 100.00%
October 31, 2021 100.00%
September 30, 2021 100.00%
August 31, 2021 100.00%
July 31, 2021 99.90%
June 30, 2021 99.90%
May 31, 2021 99.55%
April 30, 2021 99.68%
March 31, 2021 99.68%
February 28, 2021 99.68%
January 31, 2021 99.75%
December 31, 2020 99.82%
November 30, 2020 99.82%
October 31, 2020 99.86%
September 30, 2020 99.86%
August 31, 2020 99.86%
July 31, 2020 99.93%
June 30, 2020 99.93%
May 31, 2020 99.93%
April 30, 2020 99.93%
March 31, 2020 99.93%

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

99.55%
Minimum
May 2021
100.00%
Maximum
Aug 2021
99.94%
Average
100.00%
Median
Aug 2021