Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2019. Upgrade now.
Date Value
April 30, 2024 94.00%
March 31, 2024 94.00%
February 29, 2024 94.00%
January 31, 2024 89.19%
December 31, 2023 89.19%
November 30, 2023 89.19%
October 31, 2023 89.19%
September 30, 2023 89.19%
August 31, 2023 89.19%
July 31, 2023 89.19%
June 30, 2023 89.19%
May 31, 2023 89.19%
April 30, 2023 89.19%
March 31, 2023 89.19%
February 28, 2023 89.19%
January 31, 2023 89.19%
December 31, 2022 89.19%
November 30, 2022 89.19%
October 31, 2022 89.19%
September 30, 2022 86.63%
August 31, 2022 85.43%
July 31, 2022 85.43%
June 30, 2022 85.43%
May 31, 2022 85.43%
April 30, 2022 76.86%
Date Value
March 31, 2022 72.70%
February 28, 2022 72.70%
January 31, 2022 72.70%
December 31, 2021 72.70%
November 30, 2021 72.70%
October 31, 2021 72.70%
September 30, 2021 71.34%
August 31, 2021 65.49%
July 31, 2021 57.33%
June 30, 2021 50.60%
May 31, 2021 46.89%
April 30, 2021 46.89%
March 31, 2021 46.89%
February 28, 2021 46.89%
January 31, 2021 46.89%
December 31, 2020 46.89%
November 30, 2020 46.89%
October 31, 2020 46.89%
September 30, 2020 46.89%
August 31, 2020 46.89%
July 31, 2020 46.89%
June 30, 2020 46.89%
May 31, 2020 46.89%
April 30, 2020 5.22%
March 31, 2020 5.22%

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

1.79%
Minimum
May 2019
94.00%
Maximum
Feb 2024
59.04%
Average
72.70%
Median
Oct 2021

Max Drawdown (5Y) Benchmarks