Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2018. Upgrade now.
Date Value
April 30, 2024 99.87%
March 31, 2024 99.87%
February 29, 2024 99.87%
January 31, 2024 99.87%
December 31, 2023 99.87%
November 30, 2023 99.87%
October 31, 2023 99.87%
September 30, 2023 99.87%
August 31, 2023 99.87%
July 31, 2023 99.87%
June 30, 2023 99.87%
May 31, 2023 99.78%
April 30, 2023 99.56%
March 31, 2023 99.34%
February 28, 2023 99.12%
January 31, 2023 99.12%
December 31, 2022 99.12%
November 30, 2022 98.46%
October 31, 2022 97.81%
September 30, 2022 97.81%
August 31, 2022 97.81%
July 31, 2022 97.59%
June 30, 2022 96.71%
May 31, 2022 96.05%
April 30, 2022 95.39%
Date Value
March 31, 2022 94.79%
February 28, 2022 94.79%
January 31, 2022 94.79%
December 31, 2021 94.79%
November 30, 2021 94.79%
October 31, 2021 94.79%
September 30, 2021 94.79%
August 31, 2021 94.79%
July 31, 2021 94.79%
June 30, 2021 94.79%
May 31, 2021 94.79%
April 30, 2021 94.79%
March 31, 2021 94.79%
February 28, 2021 94.79%
January 31, 2021 94.79%
December 31, 2020 94.79%
November 30, 2020 94.79%
October 31, 2020 94.79%
September 30, 2020 94.79%
August 31, 2020 94.79%
July 31, 2020 94.79%
June 30, 2020 94.79%
May 31, 2020 94.79%
April 30, 2020 94.79%
March 31, 2020 94.79%

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

83.33%
Minimum
May 2019
99.87%
Maximum
Jun 2023
95.54%
Average
94.79%
Median
Dec 2019