Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1996. Upgrade now.
Date Value
January 31, 2023 45.19%
December 31, 2022 45.19%
November 30, 2022 45.19%
October 31, 2022 45.19%
September 30, 2022 45.19%
August 31, 2022 45.19%
July 31, 2022 45.19%
June 30, 2022 45.19%
May 31, 2022 45.19%
April 30, 2022 45.19%
March 31, 2022 45.19%
February 28, 2022 45.19%
January 31, 2022 45.19%
December 31, 2021 45.19%
November 30, 2021 45.19%
October 31, 2021 45.19%
September 30, 2021 45.19%
August 31, 2021 45.19%
July 31, 2021 45.19%
June 30, 2021 45.19%
May 31, 2021 45.19%
April 30, 2021 45.19%
March 31, 2021 45.19%
February 28, 2021 45.19%
January 31, 2021 45.19%
Date Value
December 31, 2020 45.19%
November 30, 2020 45.19%
October 31, 2020 45.19%
September 30, 2020 45.19%
August 31, 2020 45.19%
July 31, 2020 45.19%
June 30, 2020 45.19%
May 31, 2020 45.19%
April 30, 2020 45.19%
March 31, 2020 45.19%
February 29, 2020 17.13%
January 31, 2020 17.13%
December 31, 2019 17.13%
November 30, 2019 17.13%
October 31, 2019 17.13%
September 30, 2019 17.13%
August 31, 2019 17.13%
July 31, 2019 17.13%
June 30, 2019 17.13%
May 31, 2019 17.13%
April 30, 2019 17.13%
March 31, 2019 17.13%
February 28, 2019 17.13%
January 31, 2019 17.13%
December 31, 2018 17.13%

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

17.13%
Minimum
Jun 2018
45.19%
Maximum
Mar 2020
33.53%
Average
45.19%
Median
Mar 2020