Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2019. Upgrade now.
Date Value
March 31, 2024 81.15%
February 29, 2024 81.15%
January 31, 2024 81.15%
December 31, 2023 81.15%
November 30, 2023 79.27%
October 31, 2023 78.57%
September 30, 2023 78.57%
August 31, 2023 78.57%
July 31, 2023 78.57%
June 30, 2023 78.57%
May 31, 2023 78.57%
April 30, 2023 78.57%
March 31, 2023 78.57%
February 28, 2023 78.57%
January 31, 2023 78.57%
December 31, 2022 78.57%
November 30, 2022 78.57%
October 31, 2022 78.57%
September 30, 2022 78.57%
August 31, 2022 78.57%
July 31, 2022 78.57%
June 30, 2022 78.57%
May 31, 2022 78.57%
April 30, 2022 78.57%
March 31, 2022 78.57%
Date Value
February 28, 2022 78.57%
January 31, 2022 78.57%
December 31, 2021 78.57%
November 30, 2021 78.57%
October 31, 2021 78.57%
September 30, 2021 78.57%
August 31, 2021 78.57%
July 31, 2021 78.57%
June 30, 2021 78.57%
May 31, 2021 78.57%
April 30, 2021 78.57%
March 31, 2021 78.57%
February 28, 2021 78.57%
January 31, 2021 78.57%
December 31, 2020 78.57%
November 30, 2020 78.57%
October 31, 2020 78.57%
September 30, 2020 78.57%
August 31, 2020 78.57%
July 31, 2020 78.57%
June 30, 2020 78.57%
May 31, 2020 78.57%
April 30, 2020 78.57%
March 31, 2020 78.57%
February 29, 2020 71.43%

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

58.82%
Minimum
Apr 2019
81.15%
Maximum
Dec 2023
76.54%
Average
78.57%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks