Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1973. Upgrade now.
Date Value
February 28, 2023 34.86%
January 31, 2023 34.86%
December 31, 2022 34.86%
November 30, 2022 34.86%
October 31, 2022 34.86%
September 30, 2022 33.82%
August 31, 2022 32.37%
July 31, 2022 32.37%
June 30, 2022 32.37%
May 31, 2022 32.37%
April 30, 2022 32.37%
March 31, 2022 32.37%
February 28, 2022 32.37%
January 31, 2022 32.37%
December 31, 2021 32.37%
November 30, 2021 32.37%
October 31, 2021 32.37%
September 30, 2021 32.37%
August 31, 2021 32.37%
July 31, 2021 32.37%
June 30, 2021 32.37%
May 31, 2021 32.37%
April 30, 2021 32.37%
March 31, 2021 32.37%
February 28, 2021 32.37%
Date Value
January 31, 2021 32.37%
December 31, 2020 32.37%
November 30, 2020 32.37%
October 31, 2020 32.37%
September 30, 2020 32.37%
August 31, 2020 32.37%
July 31, 2020 32.37%
June 30, 2020 32.37%
May 31, 2020 32.37%
April 30, 2020 32.37%
March 31, 2020 32.37%
February 29, 2020 19.05%
January 31, 2020 19.05%
December 31, 2019 19.05%
November 30, 2019 19.05%
October 31, 2019 19.05%
September 30, 2019 19.05%
August 31, 2019 19.05%
July 31, 2019 19.05%
June 30, 2019 19.05%
May 31, 2019 19.05%
April 30, 2019 19.05%
March 31, 2019 19.05%
February 28, 2019 19.05%
January 31, 2019 19.05%

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

17.24%
Minimum
Mar 2018
34.86%
Maximum
Oct 2022
27.00%
Average
32.37%
Median
Mar 2020