Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1994. Upgrade now.
Date Value
February 28, 2023 38.70%
January 31, 2023 38.70%
December 31, 2022 38.70%
November 30, 2022 38.70%
October 31, 2022 38.70%
September 30, 2022 38.70%
August 31, 2022 38.70%
July 31, 2022 38.70%
June 30, 2022 38.70%
May 31, 2022 38.70%
April 30, 2022 38.70%
March 31, 2022 38.70%
February 28, 2022 38.70%
January 31, 2022 38.70%
December 31, 2021 38.70%
November 30, 2021 38.70%
October 31, 2021 38.70%
September 30, 2021 38.70%
August 31, 2021 38.70%
July 31, 2021 38.70%
June 30, 2021 38.70%
May 31, 2021 38.70%
April 30, 2021 38.70%
March 31, 2021 38.70%
February 28, 2021 38.70%
Date Value
January 31, 2021 38.70%
December 31, 2020 38.70%
November 30, 2020 38.70%
October 31, 2020 38.70%
September 30, 2020 38.70%
August 31, 2020 38.70%
July 31, 2020 38.70%
June 30, 2020 38.70%
May 31, 2020 38.70%
April 30, 2020 38.70%
March 31, 2020 38.70%
February 29, 2020 19.37%
January 31, 2020 19.37%
December 31, 2019 19.37%
November 30, 2019 19.37%
October 31, 2019 19.37%
September 30, 2019 19.37%
August 31, 2019 19.37%
July 31, 2019 19.37%
June 30, 2019 19.37%
May 31, 2019 19.37%
April 30, 2019 19.37%
March 31, 2019 19.37%
February 28, 2019 19.37%
January 31, 2019 19.37%

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

16.64%
Minimum
Mar 2018
38.70%
Maximum
Mar 2020
30.56%
Average
38.70%
Median
Mar 2020