Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2011. Upgrade now.
Date Value
March 31, 2024 70.79%
February 29, 2024 70.79%
January 31, 2024 69.15%
December 31, 2023 68.46%
November 30, 2023 67.03%
October 31, 2023 62.73%
September 30, 2023 60.01%
August 31, 2023 59.14%
July 31, 2023 59.01%
June 30, 2023 59.01%
May 31, 2023 54.72%
April 30, 2023 54.72%
March 31, 2023 54.72%
February 28, 2023 53.77%
January 31, 2023 47.96%
December 31, 2022 47.96%
November 30, 2022 47.96%
October 31, 2022 47.96%
September 30, 2022 47.96%
August 31, 2022 47.96%
July 31, 2022 47.96%
June 30, 2022 47.96%
May 31, 2022 47.96%
April 30, 2022 47.96%
March 31, 2022 47.96%
Date Value
February 28, 2022 47.96%
January 31, 2022 47.96%
December 31, 2021 47.96%
November 30, 2021 47.78%
October 31, 2021 47.78%
September 30, 2021 47.78%
August 31, 2021 47.78%
July 31, 2021 47.78%
June 30, 2021 47.78%
May 31, 2021 47.78%
April 30, 2021 47.78%
March 31, 2021 47.78%
February 28, 2021 47.78%
January 31, 2021 47.78%
December 31, 2020 47.78%
November 30, 2020 47.78%
October 31, 2020 48.35%
September 30, 2020 48.35%
August 31, 2020 48.35%
July 31, 2020 48.35%
June 30, 2020 48.35%
May 31, 2020 48.35%
April 30, 2020 48.35%
March 31, 2020 48.35%
February 29, 2020 48.35%

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

47.78%
Minimum
Nov 2020
70.79%
Maximum
Feb 2024
51.25%
Average
48.35%
Median
Apr 2019