Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1978. Upgrade now.
Date Value
March 31, 2024 32.66%
February 29, 2024 32.66%
January 31, 2024 32.66%
December 31, 2023 32.66%
November 30, 2023 32.66%
October 31, 2023 32.66%
September 30, 2023 32.66%
August 31, 2023 32.66%
July 31, 2023 32.66%
June 30, 2023 32.66%
May 31, 2023 32.66%
April 30, 2023 32.66%
March 31, 2023 32.66%
February 28, 2023 32.66%
January 31, 2023 32.66%
December 31, 2022 32.66%
November 30, 2022 32.66%
October 31, 2022 32.66%
September 30, 2022 31.94%
August 31, 2022 31.94%
July 31, 2022 31.94%
June 30, 2022 31.94%
May 31, 2022 31.46%
April 30, 2022 31.46%
March 31, 2022 31.46%
Date Value
February 28, 2022 31.46%
January 31, 2022 31.46%
December 31, 2021 31.46%
November 30, 2021 31.46%
October 31, 2021 31.46%
September 30, 2021 31.46%
August 31, 2021 31.46%
July 31, 2021 31.46%
June 30, 2021 31.46%
May 31, 2021 31.46%
April 30, 2021 31.46%
March 31, 2021 31.46%
February 28, 2021 31.46%
January 31, 2021 31.46%
December 31, 2020 31.46%
November 30, 2020 31.46%
October 31, 2020 31.46%
September 30, 2020 31.46%
August 31, 2020 31.46%
July 31, 2020 31.46%
June 30, 2020 31.46%
May 31, 2020 31.46%
April 30, 2020 31.46%
March 31, 2020 31.46%
February 29, 2020 21.94%

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

21.94%
Minimum
Apr 2019
32.66%
Maximum
Oct 2022
30.11%
Average
31.46%
Median
Mar 2020