Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2013. Upgrade now.
Date Value
October 31, 2024 97.87%
September 30, 2024 97.87%
August 31, 2024 97.87%
July 31, 2024 97.87%
June 30, 2024 97.87%
May 31, 2024 97.87%
April 30, 2024 97.87%
March 31, 2024 97.87%
February 29, 2024 97.87%
January 31, 2024 97.87%
December 31, 2023 97.87%
November 30, 2023 97.87%
October 31, 2023 97.87%
September 30, 2023 97.87%
August 31, 2023 97.87%
July 31, 2023 97.87%
June 30, 2023 97.87%
May 31, 2023 97.87%
April 30, 2023 97.87%
March 31, 2023 97.87%
February 28, 2023 97.87%
January 31, 2023 97.87%
December 31, 2022 97.87%
November 30, 2022 97.87%
October 31, 2022 97.87%
Date Value
September 30, 2022 97.87%
August 31, 2022 97.87%
July 31, 2022 97.87%
June 30, 2022 97.87%
May 31, 2022 97.87%
April 30, 2022 97.49%
March 31, 2022 96.97%
February 28, 2022 96.54%
January 31, 2022 96.22%
December 31, 2021 94.84%
November 30, 2021 94.48%
October 31, 2021 94.48%
September 30, 2021 94.48%
August 31, 2021 94.48%
July 31, 2021 94.48%
June 30, 2021 94.48%
May 31, 2021 94.48%
April 30, 2021 94.48%
March 31, 2021 94.48%
February 28, 2021 94.48%
January 31, 2021 94.48%
December 31, 2020 94.48%
November 30, 2020 94.48%
October 31, 2020 94.48%
September 30, 2020 94.48%

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

91.47%
Minimum
Nov 2019
97.87%
Maximum
May 2022
96.14%
Average
97.68%
Median

Max Drawdown (5Y) Benchmarks