Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1991. Upgrade now.
Date Value
March 31, 2024 74.43%
February 29, 2024 74.43%
January 31, 2024 74.43%
December 31, 2023 74.43%
November 30, 2023 74.43%
October 31, 2023 74.43%
September 30, 2023 74.43%
August 31, 2023 74.43%
July 31, 2023 74.43%
June 30, 2023 74.43%
May 31, 2023 74.43%
April 30, 2023 74.43%
March 31, 2023 74.43%
February 28, 2023 74.43%
January 31, 2023 74.43%
December 31, 2022 74.43%
November 30, 2022 74.43%
October 31, 2022 74.43%
September 30, 2022 74.43%
August 31, 2022 74.43%
July 31, 2022 74.43%
June 30, 2022 74.43%
May 31, 2022 74.43%
April 30, 2022 74.43%
March 31, 2022 74.43%
Date Value
February 28, 2022 74.43%
January 31, 2022 74.43%
December 31, 2021 74.43%
November 30, 2021 74.43%
October 31, 2021 74.43%
September 30, 2021 74.43%
August 31, 2021 74.43%
July 31, 2021 74.43%
June 30, 2021 74.43%
May 31, 2021 74.43%
April 30, 2021 74.43%
March 31, 2021 74.43%
February 28, 2021 74.43%
January 31, 2021 74.43%
December 31, 2020 74.43%
November 30, 2020 74.43%
October 31, 2020 74.43%
September 30, 2020 74.43%
August 31, 2020 74.43%
July 31, 2020 74.43%
June 30, 2020 74.43%
May 31, 2020 74.43%
April 30, 2020 74.43%
March 31, 2020 72.08%
February 29, 2020 56.45%

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

52.65%
Minimum
Apr 2019
74.43%
Maximum
Apr 2020
70.48%
Average
74.43%
Median
Apr 2020