Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1994. Upgrade now.
Date Value
November 30, 2024 67.21%
October 31, 2024 67.21%
September 30, 2024 67.21%
August 31, 2024 67.21%
July 31, 2024 67.21%
June 30, 2024 67.21%
May 31, 2024 67.21%
April 30, 2024 67.21%
March 31, 2024 67.21%
February 29, 2024 67.21%
January 31, 2024 67.21%
December 31, 2023 67.21%
November 30, 2023 67.21%
October 31, 2023 67.21%
September 30, 2023 67.21%
August 31, 2023 67.21%
July 31, 2023 67.21%
June 30, 2023 67.21%
May 31, 2023 67.21%
April 30, 2023 67.21%
March 31, 2023 67.21%
February 28, 2023 67.21%
January 31, 2023 67.21%
December 31, 2022 67.21%
November 30, 2022 67.21%
Date Value
October 31, 2022 67.21%
September 30, 2022 67.21%
August 31, 2022 67.21%
July 31, 2022 67.21%
June 30, 2022 67.21%
May 31, 2022 67.21%
April 30, 2022 67.21%
March 31, 2022 67.21%
February 28, 2022 67.21%
January 31, 2022 67.21%
December 31, 2021 67.21%
November 30, 2021 67.21%
October 31, 2021 67.21%
September 30, 2021 67.21%
August 31, 2021 67.21%
July 31, 2021 67.21%
June 30, 2021 67.21%
May 31, 2021 67.21%
April 30, 2021 67.21%
March 31, 2021 67.21%
February 28, 2021 67.21%
January 31, 2021 67.21%
December 31, 2020 67.21%
November 30, 2020 67.21%
October 31, 2020 67.21%

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

47.73%
Minimum
Dec 2019
67.21%
Maximum
May 2020
66.22%
Average
67.21%
Median
May 2020

Max Drawdown (5Y) Benchmarks