Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1995. Upgrade now.
Date Value
September 30, 2024 54.78%
August 31, 2024 54.78%
July 31, 2024 54.78%
June 30, 2024 54.78%
May 31, 2024 54.78%
April 30, 2024 54.78%
March 31, 2024 54.78%
February 29, 2024 54.78%
January 31, 2024 54.78%
December 31, 2023 54.78%
November 30, 2023 54.78%
October 31, 2023 54.78%
September 30, 2023 54.78%
August 31, 2023 54.78%
July 31, 2023 54.78%
June 30, 2023 54.78%
May 31, 2023 54.78%
April 30, 2023 54.78%
March 31, 2023 54.78%
February 28, 2023 54.78%
January 31, 2023 54.78%
December 31, 2022 54.78%
November 30, 2022 54.78%
October 31, 2022 54.78%
September 30, 2022 54.78%
Date Value
August 31, 2022 54.78%
July 31, 2022 54.78%
June 30, 2022 46.65%
May 31, 2022 46.65%
April 30, 2022 46.65%
March 31, 2022 46.65%
February 28, 2022 46.65%
January 31, 2022 46.65%
December 31, 2021 45.19%
November 30, 2021 43.69%
October 31, 2021 43.69%
September 30, 2021 43.69%
August 31, 2021 43.69%
July 31, 2021 43.69%
June 30, 2021 43.69%
May 31, 2021 43.69%
April 30, 2021 43.69%
March 31, 2021 43.69%
February 28, 2021 43.69%
January 31, 2021 43.69%
December 31, 2020 43.69%
November 30, 2020 43.69%
October 31, 2020 43.69%
September 30, 2020 48.40%
August 31, 2020 52.26%

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

43.69%
Minimum
Oct 2020
65.97%
Maximum
Nov 2019
52.49%
Average
54.78%
Median
Jul 2022

Max Drawdown (5Y) Benchmarks