Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1994. Upgrade now.
Date Value
March 31, 2023 43.93%
February 28, 2023 43.93%
January 31, 2023 43.93%
December 31, 2022 43.93%
November 30, 2022 43.93%
October 31, 2022 43.93%
September 30, 2022 41.92%
August 31, 2022 41.29%
July 31, 2022 41.29%
June 30, 2022 41.29%
May 31, 2022 37.67%
April 30, 2022 30.71%
March 31, 2022 29.34%
February 28, 2022 29.34%
January 31, 2022 29.34%
December 31, 2021 29.34%
November 30, 2021 29.34%
October 31, 2021 29.34%
September 30, 2021 29.34%
August 31, 2021 29.34%
July 31, 2021 29.34%
June 30, 2021 29.34%
May 31, 2021 29.34%
April 30, 2021 29.34%
March 31, 2021 29.34%
Date Value
February 28, 2021 29.34%
January 31, 2021 29.34%
December 31, 2020 29.34%
November 30, 2020 29.34%
October 31, 2020 29.34%
September 30, 2020 29.34%
August 31, 2020 29.34%
July 31, 2020 29.34%
June 30, 2020 29.34%
May 31, 2020 29.34%
April 30, 2020 29.34%
March 31, 2020 29.34%
February 29, 2020 20.39%
January 31, 2020 20.39%
December 31, 2019 20.39%
November 30, 2019 20.39%
October 31, 2019 20.39%
September 30, 2019 20.39%
August 31, 2019 20.39%
July 31, 2019 20.39%
June 30, 2019 20.39%
May 31, 2019 20.39%
April 30, 2019 20.39%
March 31, 2019 20.39%
February 28, 2019 20.39%

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

18.24%
Minimum
Apr 2018
43.93%
Maximum
Oct 2022
28.05%
Average
29.34%
Median
Mar 2020