Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1998. Upgrade now.
Date Value
March 31, 2024 42.31%
February 29, 2024 42.31%
January 31, 2024 42.31%
December 31, 2023 42.31%
November 30, 2023 42.31%
October 31, 2023 42.31%
September 30, 2023 42.31%
August 31, 2023 42.31%
July 31, 2023 42.31%
June 30, 2023 42.31%
May 31, 2023 42.31%
April 30, 2023 42.31%
March 31, 2023 42.31%
February 28, 2023 42.31%
January 31, 2023 42.31%
December 31, 2022 42.31%
November 30, 2022 42.31%
October 31, 2022 42.31%
September 30, 2022 42.31%
August 31, 2022 42.31%
July 31, 2022 42.31%
June 30, 2022 42.31%
May 31, 2022 42.31%
April 30, 2022 42.31%
March 31, 2022 42.31%
Date Value
February 28, 2022 42.31%
January 31, 2022 42.31%
December 31, 2021 42.31%
November 30, 2021 42.31%
October 31, 2021 42.31%
September 30, 2021 42.31%
August 31, 2021 42.31%
July 31, 2021 42.31%
June 30, 2021 42.31%
May 31, 2021 42.31%
April 30, 2021 42.31%
March 31, 2021 42.31%
February 28, 2021 42.31%
January 31, 2021 42.31%
December 31, 2020 42.31%
November 30, 2020 42.31%
October 31, 2020 42.31%
September 30, 2020 42.31%
August 31, 2020 42.31%
July 31, 2020 42.31%
June 30, 2020 42.31%
May 31, 2020 42.31%
April 30, 2020 42.31%
March 31, 2020 42.31%
February 29, 2020 24.10%

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

24.10%
Minimum
Apr 2019
42.31%
Maximum
Mar 2020
38.97%
Average
42.31%
Median
Mar 2020