Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1988. Upgrade now.
Date Value
April 30, 2024 51.72%
March 31, 2024 51.72%
February 29, 2024 51.72%
January 31, 2024 51.72%
December 31, 2023 51.72%
November 30, 2023 51.72%
October 31, 2023 51.72%
September 30, 2023 51.72%
August 31, 2023 51.72%
July 31, 2023 51.72%
June 30, 2023 51.72%
May 31, 2023 51.72%
April 30, 2023 51.72%
March 31, 2023 51.72%
February 28, 2023 51.72%
January 31, 2023 51.72%
December 31, 2022 51.72%
November 30, 2022 51.72%
October 31, 2022 51.72%
September 30, 2022 46.33%
August 31, 2022 38.56%
July 31, 2022 38.56%
June 30, 2022 36.26%
May 31, 2022 36.26%
April 30, 2022 36.26%
Date Value
March 31, 2022 36.26%
February 28, 2022 36.26%
January 31, 2022 36.26%
December 31, 2021 36.26%
November 30, 2021 36.26%
October 31, 2021 36.26%
September 30, 2021 36.26%
August 31, 2021 36.26%
July 31, 2021 36.26%
June 30, 2021 36.26%
May 31, 2021 36.26%
April 30, 2021 36.26%
March 31, 2021 36.26%
February 28, 2021 36.26%
January 31, 2021 36.26%
December 31, 2020 36.26%
November 30, 2020 36.26%
October 31, 2020 36.26%
September 30, 2020 36.26%
August 31, 2020 36.26%
July 31, 2020 36.26%
June 30, 2020 36.26%
May 31, 2020 36.26%
April 30, 2020 36.26%
March 31, 2020 36.26%

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

27.91%
Minimum
May 2019
51.72%
Maximum
Oct 2022
40.01%
Average
36.26%
Median
Mar 2020