Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2003. Upgrade now.
Date Value
October 31, 2024 61.65%
September 30, 2024 61.65%
August 31, 2024 61.65%
July 31, 2024 61.65%
June 30, 2024 61.65%
May 31, 2024 61.65%
April 30, 2024 61.65%
March 31, 2024 61.65%
February 29, 2024 61.65%
January 31, 2024 61.65%
December 31, 2023 61.65%
November 30, 2023 61.65%
October 31, 2023 61.65%
September 30, 2023 61.65%
August 31, 2023 61.65%
July 31, 2023 61.65%
June 30, 2023 61.65%
May 31, 2023 61.65%
April 30, 2023 60.04%
March 31, 2023 55.67%
February 28, 2023 44.62%
January 31, 2023 44.34%
December 31, 2022 41.01%
November 30, 2022 41.01%
October 31, 2022 40.70%
Date Value
September 30, 2022 39.52%
August 31, 2022 39.52%
July 31, 2022 39.52%
June 30, 2022 39.52%
May 31, 2022 39.52%
April 30, 2022 39.52%
March 31, 2022 39.52%
February 28, 2022 39.52%
January 31, 2022 39.52%
December 31, 2021 39.52%
November 30, 2021 39.52%
October 31, 2021 39.52%
September 30, 2021 39.52%
August 31, 2021 39.52%
July 31, 2021 39.52%
June 30, 2021 39.52%
May 31, 2021 39.52%
April 30, 2021 39.52%
March 31, 2021 39.52%
February 28, 2021 39.52%
January 31, 2021 39.52%
December 31, 2020 39.52%
November 30, 2020 39.52%
October 31, 2020 39.52%
September 30, 2020 39.52%

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

28.00%
Minimum
Nov 2019
61.65%
Maximum
May 2023
46.23%
Average
39.52%
Median
Apr 2020

Max Drawdown (5Y) Benchmarks