Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2016. Upgrade now.
Date Value
April 30, 2024 94.81%
March 31, 2024 94.81%
February 29, 2024 94.81%
January 31, 2024 94.81%
December 31, 2023 94.81%
November 30, 2023 94.81%
October 31, 2023 94.81%
September 30, 2023 94.81%
August 31, 2023 94.81%
July 31, 2023 94.81%
June 30, 2023 94.81%
May 31, 2023 94.81%
April 30, 2023 94.81%
March 31, 2023 94.81%
February 28, 2023 94.81%
January 31, 2023 94.81%
December 31, 2022 94.81%
November 30, 2022 94.81%
October 31, 2022 94.81%
September 30, 2022 94.81%
August 31, 2022 94.81%
July 31, 2022 94.81%
June 30, 2022 94.81%
May 31, 2022 94.81%
April 30, 2022 94.81%
Date Value
March 31, 2022 94.81%
February 28, 2022 94.81%
January 31, 2022 94.81%
December 31, 2021 94.81%
November 30, 2021 94.81%
October 31, 2021 94.81%
September 30, 2021 94.81%
August 31, 2021 94.81%
July 31, 2021 94.81%
June 30, 2021 94.81%
May 31, 2021 94.81%
April 30, 2021 94.81%
March 31, 2021 94.81%
February 28, 2021 94.81%
January 31, 2021 94.81%
December 31, 2020 94.81%
November 30, 2020 94.81%
October 31, 2020 94.47%
September 30, 2020 94.23%
August 31, 2020 94.23%
July 31, 2020 94.23%
June 30, 2020 94.23%
May 31, 2020 94.23%
April 30, 2020 94.23%
March 31, 2020 94.10%

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

85.42%
Minimum
May 2019
94.81%
Maximum
Nov 2020
93.53%
Average
94.81%
Median
Nov 2020

Max Drawdown (5Y) Benchmarks