Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2015. Upgrade now.
Date Value
February 29, 2024 80.85%
January 31, 2024 80.85%
December 31, 2023 80.85%
November 30, 2023 80.85%
October 31, 2023 80.85%
September 30, 2023 80.85%
August 31, 2023 80.85%
July 31, 2023 80.85%
June 30, 2023 80.85%
May 31, 2023 80.85%
April 30, 2023 80.85%
March 31, 2023 80.14%
February 28, 2023 78.20%
January 31, 2023 78.20%
December 31, 2022 78.20%
November 30, 2022 78.20%
October 31, 2022 78.20%
September 30, 2022 78.20%
August 31, 2022 78.20%
July 31, 2022 78.20%
June 30, 2022 78.20%
May 31, 2022 78.20%
April 30, 2022 78.20%
March 31, 2022 78.20%
February 28, 2022 78.20%
Date Value
January 31, 2022 78.20%
December 31, 2021 78.20%
November 30, 2021 78.20%
October 31, 2021 78.20%
September 30, 2021 78.20%
August 31, 2021 78.20%
July 31, 2021 78.20%
June 30, 2021 78.20%
May 31, 2021 78.20%
April 30, 2021 78.20%
March 31, 2021 78.20%
February 28, 2021 78.20%
January 31, 2021 78.20%
December 31, 2020 78.20%
November 30, 2020 78.20%
October 31, 2020 78.20%
September 30, 2020 78.20%
August 31, 2020 78.20%
July 31, 2020 78.20%
June 30, 2020 78.20%
May 31, 2020 78.20%
April 30, 2020 78.20%
March 31, 2020 77.67%
February 29, 2020 74.76%
January 31, 2020 74.76%

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

65.88%
Minimum
Mar 2019
80.85%
Maximum
Apr 2023
77.05%
Average
78.20%
Median
Apr 2020