Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2008. Upgrade now.
Date Value
January 31, 2023 35.86%
December 31, 2022 35.86%
November 30, 2022 35.86%
October 31, 2022 35.86%
September 30, 2022 35.86%
August 31, 2022 35.86%
July 31, 2022 35.86%
June 30, 2022 35.86%
May 31, 2022 35.86%
April 30, 2022 35.86%
March 31, 2022 35.86%
February 28, 2022 35.86%
January 31, 2022 35.86%
December 31, 2021 35.86%
November 30, 2021 35.86%
October 31, 2021 35.86%
September 30, 2021 35.86%
August 31, 2021 35.86%
July 31, 2021 35.86%
June 30, 2021 35.86%
May 31, 2021 35.86%
April 30, 2021 35.86%
March 31, 2021 35.86%
February 28, 2021 35.86%
January 31, 2021 35.86%
Date Value
December 31, 2020 35.86%
November 30, 2020 35.86%
October 31, 2020 35.86%
September 30, 2020 35.86%
August 31, 2020 35.86%
July 31, 2020 35.86%
June 30, 2020 35.86%
May 31, 2020 35.86%
April 30, 2020 35.86%
March 31, 2020 35.86%
February 29, 2020 14.49%
January 31, 2020 14.49%
December 31, 2019 14.49%
November 30, 2019 14.49%
October 31, 2019 14.49%
September 30, 2019 14.49%
August 31, 2019 14.49%
July 31, 2019 14.49%
June 30, 2019 14.49%
May 31, 2019 14.49%
April 30, 2019 14.49%
March 31, 2019 14.49%
February 28, 2019 14.49%
January 31, 2019 14.49%
December 31, 2018 14.49%

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

11.81%
Minimum
Feb 2018
35.86%
Maximum
Mar 2020
26.51%
Average
35.86%
Median
Mar 2020