Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2020. Upgrade now.
Date Value
March 31, 2024 35.22%
February 29, 2024 35.22%
January 31, 2024 35.22%
December 31, 2023 35.22%
November 30, 2023 35.22%
October 31, 2023 35.22%
September 30, 2023 35.22%
August 31, 2023 35.22%
July 31, 2023 35.22%
June 30, 2023 35.22%
May 31, 2023 35.22%
April 30, 2023 35.22%
March 31, 2023 35.22%
February 28, 2023 35.22%
January 31, 2023 35.22%
December 31, 2022 35.22%
November 30, 2022 34.75%
October 31, 2022 34.75%
September 30, 2022 33.06%
August 31, 2022 32.22%
July 31, 2022 32.22%
June 30, 2022 32.22%
Date Value
May 31, 2022 28.34%
April 30, 2022 28.13%
March 31, 2022 28.13%
February 28, 2022 28.13%
January 31, 2022 28.13%
December 31, 2021 28.13%
November 30, 2021 28.13%
October 31, 2021 28.13%
September 30, 2021 28.13%
August 31, 2021 28.13%
July 31, 2021 28.13%
June 30, 2021 28.13%
May 31, 2021 28.13%
April 30, 2021 28.13%
March 31, 2021 28.13%
February 28, 2021 28.13%
January 31, 2021 28.13%
December 31, 2020 28.13%
November 30, 2020 28.13%
October 31, 2020 28.13%
September 30, 2020 28.13%
August 31, 2020 28.13%

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

28.13%
Minimum
Aug 2020
35.22%
Maximum
Dec 2022
31.41%
Average
30.28%
Median