Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1995. Upgrade now.
Date Value
May 31, 2024 100.00%
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%
Date Value
April 30, 2022 100.00%
March 31, 2022 100.00%
February 28, 2022 100.00%
January 31, 2022 100.00%
December 31, 2021 100.00%
November 30, 2021 98.93%
October 31, 2021 98.93%
September 30, 2021 98.93%
August 31, 2021 97.00%
July 31, 2021 97.00%
June 30, 2021 97.00%
May 31, 2021 97.36%
April 30, 2021 97.52%
March 31, 2021 97.97%
February 28, 2021 97.97%
January 31, 2021 98.23%
December 31, 2020 98.23%
November 30, 2020 98.23%
October 31, 2020 98.23%
September 30, 2020 98.64%
August 31, 2020 98.64%
July 31, 2020 98.64%
June 30, 2020 99.00%
May 31, 2020 99.15%
April 30, 2020 99.15%

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

97.00%
Minimum
Jun 2021
100.00%
Maximum
Dec 2021
99.29%
Average
99.68%
Median

Max Drawdown (5Y) Benchmarks