Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2011. Upgrade now.
Date Value
March 31, 2024 62.43%
February 29, 2024 62.43%
January 31, 2024 61.42%
December 31, 2023 54.46%
November 30, 2023 54.46%
October 31, 2023 54.46%
September 30, 2023 54.46%
August 31, 2023 54.46%
July 31, 2023 52.54%
June 30, 2023 52.54%
May 31, 2023 52.54%
April 30, 2023 52.54%
March 31, 2023 52.54%
February 28, 2023 52.54%
January 31, 2023 52.54%
December 31, 2022 52.54%
November 30, 2022 52.54%
October 31, 2022 52.54%
September 30, 2022 52.54%
August 31, 2022 47.77%
July 31, 2022 47.77%
June 30, 2022 47.77%
May 31, 2022 47.77%
April 30, 2022 47.62%
March 31, 2022 44.65%
Date Value
February 28, 2022 43.92%
January 31, 2022 43.92%
December 31, 2021 43.92%
November 30, 2021 43.92%
October 31, 2021 43.92%
September 30, 2021 43.92%
August 31, 2021 43.92%
July 31, 2021 43.92%
June 30, 2021 43.92%
May 31, 2021 43.92%
April 30, 2021 43.92%
March 31, 2021 43.92%
February 28, 2021 43.92%
January 31, 2021 43.92%
December 31, 2020 43.92%
November 30, 2020 45.03%
October 31, 2020 45.51%
September 30, 2020 45.51%
August 31, 2020 45.51%
July 31, 2020 45.51%
June 30, 2020 45.51%
May 31, 2020 45.51%
April 30, 2020 45.51%
March 31, 2020 45.51%
February 29, 2020 45.51%

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

43.92%
Minimum
Dec 2020
62.43%
Maximum
Feb 2024
48.14%
Average
45.51%
Median
Apr 2019