Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2011. Upgrade now.
Date Value
April 30, 2024 53.21%
March 31, 2024 53.21%
February 29, 2024 53.21%
January 31, 2024 53.21%
December 31, 2023 53.21%
November 30, 2023 53.21%
October 31, 2023 53.21%
September 30, 2023 53.21%
August 31, 2023 53.21%
July 31, 2023 53.21%
June 30, 2023 53.21%
May 31, 2023 53.21%
April 30, 2023 53.21%
March 31, 2023 53.21%
February 28, 2023 53.21%
January 31, 2023 53.21%
December 31, 2022 53.21%
November 30, 2022 52.81%
October 31, 2022 52.12%
September 30, 2022 49.54%
August 31, 2022 47.77%
July 31, 2022 47.77%
June 30, 2022 47.77%
May 31, 2022 46.14%
April 30, 2022 36.15%
Date Value
March 31, 2022 35.02%
February 28, 2022 33.00%
January 31, 2022 33.00%
December 31, 2021 33.00%
November 30, 2021 33.00%
October 31, 2021 33.00%
September 30, 2021 33.00%
August 31, 2021 33.00%
July 31, 2021 33.00%
June 30, 2021 33.00%
May 31, 2021 33.00%
April 30, 2021 33.00%
March 31, 2021 33.00%
February 28, 2021 33.00%
January 31, 2021 33.00%
December 31, 2020 33.00%
November 30, 2020 33.00%
October 31, 2020 33.00%
September 30, 2020 33.00%
August 31, 2020 33.00%
July 31, 2020 33.00%
June 30, 2020 33.00%
May 31, 2020 33.00%
April 30, 2020 33.00%
March 31, 2020 33.00%

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

20.90%
Minimum
May 2019
53.21%
Maximum
Dec 2022
38.68%
Average
33.00%
Median
Mar 2020