Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2001. Upgrade now.
Date Value
March 31, 2024 63.36%
February 29, 2024 63.36%
January 31, 2024 63.36%
December 31, 2023 63.36%
November 30, 2023 63.36%
October 31, 2023 63.36%
September 30, 2023 63.36%
August 31, 2023 63.36%
July 31, 2023 63.36%
June 30, 2023 63.36%
May 31, 2023 63.36%
April 30, 2023 63.36%
March 31, 2023 63.36%
February 28, 2023 63.36%
January 31, 2023 63.36%
December 31, 2022 63.36%
November 30, 2022 63.36%
October 31, 2022 63.36%
September 30, 2022 63.36%
August 31, 2022 63.36%
July 31, 2022 63.36%
June 30, 2022 63.36%
May 31, 2022 63.36%
April 30, 2022 63.36%
March 31, 2022 63.36%
Date Value
February 28, 2022 63.36%
January 31, 2022 63.36%
December 31, 2021 63.36%
November 30, 2021 63.36%
October 31, 2021 63.36%
September 30, 2021 63.36%
August 31, 2021 63.36%
July 31, 2021 63.36%
June 30, 2021 63.36%
May 31, 2021 63.36%
April 30, 2021 63.36%
March 31, 2021 63.36%
February 28, 2021 68.28%
January 31, 2021 71.71%
December 31, 2020 73.55%
November 30, 2020 79.28%
October 31, 2020 80.17%
September 30, 2020 80.17%
August 31, 2020 80.17%
July 31, 2020 80.17%
June 30, 2020 80.17%
May 31, 2020 80.17%
April 30, 2020 80.17%
March 31, 2020 80.17%
February 29, 2020 80.58%

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

63.36%
Minimum
Mar 2021
80.58%
Maximum
Apr 2019
69.41%
Average
63.36%
Median
Jul 2021