Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1997. Upgrade now.
Date Value
February 28, 2023 40.13%
January 31, 2023 40.13%
December 31, 2022 40.13%
November 30, 2022 40.13%
October 31, 2022 40.13%
September 30, 2022 40.13%
August 31, 2022 40.13%
July 31, 2022 40.13%
June 30, 2022 40.13%
May 31, 2022 39.50%
April 30, 2022 39.50%
March 31, 2022 39.50%
February 28, 2022 39.50%
January 31, 2022 39.50%
December 31, 2021 39.50%
November 30, 2021 39.50%
October 31, 2021 39.50%
September 30, 2021 39.50%
August 31, 2021 39.50%
July 31, 2021 39.50%
June 30, 2021 39.50%
May 31, 2021 39.50%
April 30, 2021 39.50%
March 31, 2021 39.50%
February 28, 2021 39.50%
Date Value
January 31, 2021 39.50%
December 31, 2020 39.50%
November 30, 2020 39.50%
October 31, 2020 39.50%
September 30, 2020 39.50%
August 31, 2020 39.50%
July 31, 2020 39.50%
June 30, 2020 39.50%
May 31, 2020 39.50%
April 30, 2020 39.50%
March 31, 2020 39.50%
February 29, 2020 34.73%
January 31, 2020 34.73%
December 31, 2019 34.73%
November 30, 2019 34.73%
October 31, 2019 34.73%
September 30, 2019 34.73%
August 31, 2019 34.73%
July 31, 2019 34.73%
June 30, 2019 34.73%
May 31, 2019 34.73%
April 30, 2019 34.73%
March 31, 2019 34.73%
February 28, 2019 34.73%
January 31, 2019 34.73%

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

34.73%
Minimum
Mar 2018
40.13%
Maximum
Jun 2022
37.69%
Average
39.50%
Median
Mar 2020