Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2017. Upgrade now.
Date Value
October 31, 2024 99.72%
September 30, 2024 99.72%
August 31, 2024 99.72%
July 31, 2024 99.72%
June 30, 2024 99.72%
May 31, 2024 99.72%
April 30, 2024 99.72%
March 31, 2024 99.72%
February 29, 2024 99.72%
January 31, 2024 99.72%
December 31, 2023 99.72%
November 30, 2023 99.72%
October 31, 2023 99.72%
September 30, 2023 99.72%
August 31, 2023 99.72%
July 31, 2023 99.72%
June 30, 2023 99.72%
May 31, 2023 99.72%
April 30, 2023 99.72%
March 31, 2023 99.72%
February 28, 2023 99.72%
January 31, 2023 99.72%
December 31, 2022 99.72%
November 30, 2022 99.72%
October 31, 2022 99.72%
Date Value
September 30, 2022 99.72%
August 31, 2022 99.72%
July 31, 2022 99.72%
June 30, 2022 99.72%
May 31, 2022 99.72%
April 30, 2022 99.72%
March 31, 2022 99.72%
February 28, 2022 99.72%
January 31, 2022 99.72%
December 31, 2021 99.72%
November 30, 2021 99.72%
October 31, 2021 99.72%
September 30, 2021 99.72%
August 31, 2021 99.72%
July 31, 2021 99.72%
June 30, 2021 99.72%
May 31, 2021 99.72%
April 30, 2021 99.72%
March 31, 2021 99.72%
February 28, 2021 99.72%
January 31, 2021 99.72%
December 31, 2020 87.70%
November 30, 2020 87.70%
October 31, 2020 87.70%
September 30, 2020 87.70%

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

65.38%
Minimum
Nov 2019
99.72%
Maximum
Jan 2021
95.46%
Average
99.72%
Median
Jan 2021