Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2005. Upgrade now.
Date Value
October 31, 2024 81.62%
September 30, 2024 81.62%
August 31, 2024 81.62%
July 31, 2024 81.62%
June 30, 2024 81.62%
May 31, 2024 81.62%
April 30, 2024 81.62%
March 31, 2024 81.62%
February 29, 2024 81.62%
January 31, 2024 81.62%
December 31, 2023 81.62%
November 30, 2023 81.62%
October 31, 2023 81.62%
September 30, 2023 81.62%
August 31, 2023 81.62%
July 31, 2023 81.62%
June 30, 2023 81.62%
May 31, 2023 81.62%
April 30, 2023 81.62%
March 31, 2023 81.62%
February 28, 2023 81.62%
January 31, 2023 81.62%
December 31, 2022 81.62%
November 30, 2022 81.62%
October 31, 2022 81.62%
Date Value
September 30, 2022 81.62%
August 31, 2022 81.62%
July 31, 2022 81.62%
June 30, 2022 81.62%
May 31, 2022 81.62%
April 30, 2022 81.62%
March 31, 2022 81.62%
February 28, 2022 80.03%
January 31, 2022 80.03%
December 31, 2021 79.83%
November 30, 2021 78.03%
October 31, 2021 77.95%
September 30, 2021 77.95%
August 31, 2021 77.95%
July 31, 2021 77.95%
June 30, 2021 77.95%
May 31, 2021 77.95%
April 30, 2021 77.95%
March 31, 2021 77.95%
February 28, 2021 77.95%
January 31, 2021 77.95%
December 31, 2020 77.95%
November 30, 2020 77.95%
October 31, 2020 77.95%
September 30, 2020 76.44%

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

76.44%
Minimum
Nov 2019
81.62%
Maximum
Mar 2022
79.73%
Average
81.62%
Median
Mar 2022