Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2013. Upgrade now.
Date Value
January 31, 2023 32.60%
December 31, 2022 32.60%
November 30, 2022 32.60%
October 31, 2022 32.60%
September 30, 2022 32.60%
August 31, 2022 32.60%
July 31, 2022 32.60%
June 30, 2022 32.60%
May 31, 2022 32.60%
April 30, 2022 32.60%
March 31, 2022 32.60%
February 28, 2022 32.60%
January 31, 2022 32.60%
December 31, 2021 32.60%
November 30, 2021 32.60%
October 31, 2021 32.60%
September 30, 2021 32.60%
August 31, 2021 32.60%
July 31, 2021 32.60%
June 30, 2021 32.60%
May 31, 2021 32.60%
April 30, 2021 32.60%
March 31, 2021 32.60%
February 28, 2021 32.60%
January 31, 2021 32.60%
Date Value
December 31, 2020 32.60%
November 30, 2020 32.60%
October 31, 2020 32.60%
September 30, 2020 32.60%
August 31, 2020 32.60%
July 31, 2020 32.60%
June 30, 2020 32.60%
May 31, 2020 32.60%
April 30, 2020 32.60%
March 31, 2020 32.60%
February 29, 2020 11.73%
January 31, 2020 11.73%
December 31, 2019 11.73%
November 30, 2019 11.73%
October 31, 2019 11.73%
September 30, 2019 11.73%
August 31, 2019 11.73%
July 31, 2019 11.73%
June 30, 2019 11.73%
May 31, 2019 11.73%
April 30, 2019 11.73%
March 31, 2019 11.73%
February 28, 2019 11.73%
January 31, 2019 11.73%
December 31, 2018 11.73%

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

10.29%
Minimum
Feb 2018
32.60%
Maximum
Mar 2020
23.66%
Average
32.60%
Median
Mar 2020