Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2019. Upgrade now.
Date Value
October 31, 2024 72.09%
September 30, 2024 72.09%
August 31, 2024 72.09%
July 31, 2024 72.09%
June 30, 2024 72.09%
May 31, 2024 72.09%
April 30, 2024 72.09%
March 31, 2024 72.09%
February 29, 2024 72.09%
January 31, 2024 72.09%
December 31, 2023 72.09%
November 30, 2023 72.09%
October 31, 2023 72.09%
September 30, 2023 72.09%
August 31, 2023 72.09%
July 31, 2023 72.09%
June 30, 2023 72.09%
May 31, 2023 72.09%
April 30, 2023 72.09%
March 31, 2023 72.09%
February 28, 2023 72.09%
January 31, 2023 72.09%
December 31, 2022 72.09%
November 30, 2022 72.09%
October 31, 2022 72.09%
Date Value
September 30, 2022 72.09%
August 31, 2022 72.09%
July 31, 2022 72.09%
June 30, 2022 69.86%
May 31, 2022 66.86%
April 30, 2022 63.71%
March 31, 2022 63.71%
February 28, 2022 61.26%
January 31, 2022 61.26%
December 31, 2021 60.49%
November 30, 2021 60.49%
October 31, 2021 56.71%
September 30, 2021 56.71%
August 31, 2021 56.71%
July 31, 2021 56.71%
June 30, 2021 56.71%
May 31, 2021 56.71%
April 30, 2021 56.71%
March 31, 2021 56.71%
February 28, 2021 56.71%
January 31, 2021 56.71%
December 31, 2020 56.71%
November 30, 2020 56.71%
October 31, 2020 56.71%
September 30, 2020 56.71%

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

32.24%
Minimum
Nov 2019
72.09%
Maximum
Jul 2022
63.16%
Average
65.28%
Median