Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2019. Upgrade now.
Date Value
March 31, 2024 67.81%
February 29, 2024 67.81%
January 31, 2024 67.81%
December 31, 2023 60.00%
November 30, 2023 60.00%
October 31, 2023 60.00%
September 30, 2023 60.00%
August 31, 2023 60.00%
July 31, 2023 60.00%
June 30, 2023 60.00%
May 31, 2023 60.00%
April 30, 2023 60.00%
March 31, 2023 60.00%
February 28, 2023 60.00%
January 31, 2023 60.00%
December 31, 2022 60.00%
November 30, 2022 60.00%
October 31, 2022 47.00%
September 30, 2022 47.00%
August 31, 2022 47.00%
July 31, 2022 47.00%
June 30, 2022 37.25%
May 31, 2022 35.00%
April 30, 2022 35.00%
March 31, 2022 35.00%
Date Value
February 28, 2022 35.00%
January 31, 2022 35.00%
December 31, 2021 35.00%
November 30, 2021 35.00%
October 31, 2021 35.00%
September 30, 2021 35.00%
August 31, 2021 33.33%
July 31, 2021 33.33%
June 30, 2021 33.33%
May 31, 2021 33.33%
April 30, 2021 33.33%
March 31, 2021 33.33%
February 28, 2021 33.33%
January 31, 2021 33.33%
December 31, 2020 33.33%
November 30, 2020 33.33%
October 31, 2020 33.33%
September 30, 2020 33.33%
August 31, 2020 33.33%
July 31, 2020 33.33%
June 30, 2020 33.33%
May 31, 2020 33.33%
April 30, 2020 33.33%
March 31, 2020 33.33%
February 29, 2020 33.33%

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

25.00%
Minimum
Apr 2019
67.81%
Maximum
Jan 2024
42.23%
Average
35.00%
Median
Sep 2021

Max Drawdown (5Y) Benchmarks