Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1984. Upgrade now.
Date Value
January 31, 2024 36.40%
December 31, 2023 36.40%
November 30, 2023 36.40%
October 31, 2023 36.40%
September 30, 2023 36.40%
August 31, 2023 36.40%
July 31, 2023 36.40%
June 30, 2023 36.40%
May 31, 2023 36.40%
April 30, 2023 36.40%
March 31, 2023 36.40%
February 28, 2023 36.40%
January 31, 2023 36.40%
December 31, 2022 36.40%
November 30, 2022 35.72%
October 31, 2022 35.72%
September 30, 2022 34.14%
August 31, 2022 33.70%
July 31, 2022 33.70%
June 30, 2022 33.70%
May 31, 2022 30.12%
April 30, 2022 30.12%
March 31, 2022 30.12%
February 28, 2022 30.12%
January 31, 2022 30.12%
Date Value
December 31, 2021 30.12%
November 30, 2021 30.12%
October 31, 2021 30.12%
September 30, 2021 30.12%
August 31, 2021 30.12%
July 31, 2021 30.12%
June 30, 2021 30.12%
May 31, 2021 30.12%
April 30, 2021 30.12%
March 31, 2021 30.12%
February 28, 2021 30.12%
January 31, 2021 30.12%
December 31, 2020 30.12%
November 30, 2020 30.12%
October 31, 2020 30.12%
September 30, 2020 30.12%
August 31, 2020 30.12%
July 31, 2020 30.12%
June 30, 2020 30.12%
May 31, 2020 30.12%
April 30, 2020 30.12%
March 31, 2020 30.12%
February 29, 2020 23.64%
January 31, 2020 23.64%
December 31, 2019 23.64%

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

23.64%
Minimum
Feb 2019
36.40%
Maximum
Dec 2022
30.61%
Average
30.12%
Median
Mar 2020