Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2011. Upgrade now.
Date Value
March 31, 2024 59.47%
February 29, 2024 59.47%
January 31, 2024 59.47%
December 31, 2023 59.47%
November 30, 2023 59.47%
October 31, 2023 59.47%
September 30, 2023 59.47%
August 31, 2023 59.47%
July 31, 2023 59.47%
June 30, 2023 59.47%
May 31, 2023 59.47%
April 30, 2023 59.47%
March 31, 2023 59.47%
February 28, 2023 59.47%
January 31, 2023 59.47%
December 31, 2022 59.47%
November 30, 2022 59.47%
October 31, 2022 59.47%
September 30, 2022 59.47%
August 31, 2022 59.47%
July 31, 2022 59.47%
June 30, 2022 59.47%
May 31, 2022 59.47%
April 30, 2022 59.47%
March 31, 2022 59.47%
Date Value
February 28, 2022 59.47%
January 31, 2022 59.47%
December 31, 2021 59.47%
November 30, 2021 59.47%
October 31, 2021 59.47%
September 30, 2021 59.47%
August 31, 2021 59.47%
July 31, 2021 59.47%
June 30, 2021 59.47%
May 31, 2021 59.47%
April 30, 2021 59.47%
March 31, 2021 59.47%
February 28, 2021 59.47%
January 31, 2021 59.47%
December 31, 2020 59.47%
November 30, 2020 59.47%
October 31, 2020 59.47%
September 30, 2020 59.47%
August 31, 2020 59.47%
July 31, 2020 59.47%
June 30, 2020 59.47%
May 31, 2020 59.47%
April 30, 2020 59.47%
March 31, 2020 59.47%
February 29, 2020 40.03%

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

29.14%
Minimum
Apr 2019
59.47%
Maximum
Mar 2020
55.29%
Average
59.47%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks