Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2011. Upgrade now.
Date Value
March 31, 2024 37.65%
February 29, 2024 37.65%
January 31, 2024 37.65%
December 31, 2023 37.65%
November 30, 2023 37.65%
October 31, 2023 37.65%
September 30, 2023 37.65%
August 31, 2023 37.65%
July 31, 2023 37.65%
June 30, 2023 37.65%
May 31, 2023 37.65%
April 30, 2023 37.65%
March 31, 2023 37.65%
February 28, 2023 37.65%
January 31, 2023 37.65%
December 31, 2022 37.65%
November 30, 2022 37.65%
October 31, 2022 37.65%
September 30, 2022 37.65%
August 31, 2022 37.65%
July 31, 2022 37.65%
June 30, 2022 37.65%
May 31, 2022 37.65%
April 30, 2022 37.65%
March 31, 2022 37.65%
Date Value
February 28, 2022 37.65%
January 31, 2022 37.65%
December 31, 2021 37.65%
November 30, 2021 37.65%
October 31, 2021 37.65%
September 30, 2021 37.65%
August 31, 2021 37.65%
July 31, 2021 37.65%
June 30, 2021 37.65%
May 31, 2021 37.65%
April 30, 2021 37.65%
March 31, 2021 37.65%
February 28, 2021 37.65%
January 31, 2021 37.65%
December 31, 2020 37.65%
November 30, 2020 37.65%
October 31, 2020 37.65%
September 30, 2020 37.65%
August 31, 2020 37.65%
July 31, 2020 37.65%
June 30, 2020 37.65%
May 31, 2020 37.65%
April 30, 2020 37.65%
March 31, 2020 37.65%
February 29, 2020 16.20%

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

16.20%
Minimum
Apr 2019
37.65%
Maximum
Mar 2020
33.72%
Average
37.65%
Median
Mar 2020