Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2011. Upgrade now.
Date Value
March 31, 2024 27.28%
February 29, 2024 27.28%
January 31, 2024 27.28%
December 31, 2023 27.28%
November 30, 2023 27.28%
October 31, 2023 27.28%
September 30, 2023 27.28%
August 31, 2023 27.28%
July 31, 2023 27.28%
June 30, 2023 27.28%
May 31, 2023 27.28%
April 30, 2023 27.28%
March 31, 2023 27.28%
February 28, 2023 27.28%
January 31, 2023 27.28%
December 31, 2022 27.28%
November 30, 2022 27.28%
October 31, 2022 27.28%
September 30, 2022 27.28%
August 31, 2022 27.28%
July 31, 2022 27.28%
June 30, 2022 27.28%
May 31, 2022 27.28%
April 30, 2022 27.28%
March 31, 2022 27.28%
Date Value
February 28, 2022 27.28%
January 31, 2022 27.28%
December 31, 2021 27.28%
November 30, 2021 27.28%
October 31, 2021 27.28%
September 30, 2021 27.28%
August 31, 2021 27.28%
July 31, 2021 27.28%
June 30, 2021 27.28%
May 31, 2021 27.28%
April 30, 2021 27.28%
March 31, 2021 27.28%
February 28, 2021 27.28%
January 31, 2021 27.28%
December 31, 2020 27.28%
November 30, 2020 27.28%
October 31, 2020 27.28%
September 30, 2020 27.28%
August 31, 2020 27.28%
July 31, 2020 27.28%
June 30, 2020 27.28%
May 31, 2020 27.28%
April 30, 2020 27.28%
March 31, 2020 27.28%
February 29, 2020 19.82%

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

19.82%
Minimum
Apr 2019
27.28%
Maximum
Mar 2020
25.91%
Average
27.28%
Median
Mar 2020