Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1991. Upgrade now.
Date Value
October 31, 2024 89.06%
September 30, 2024 89.06%
August 31, 2024 89.06%
July 31, 2024 89.06%
June 30, 2024 89.06%
May 31, 2024 89.06%
April 30, 2024 89.06%
March 31, 2024 89.06%
February 29, 2024 89.06%
January 31, 2024 89.06%
December 31, 2023 89.06%
November 30, 2023 89.06%
October 31, 2023 89.06%
September 30, 2023 89.06%
August 31, 2023 89.06%
July 31, 2023 89.06%
June 30, 2023 89.06%
May 31, 2023 89.06%
April 30, 2023 89.06%
March 31, 2023 89.06%
February 28, 2023 89.06%
January 31, 2023 89.06%
December 31, 2022 89.06%
November 30, 2022 90.37%
October 31, 2022 90.37%
Date Value
September 30, 2022 90.37%
August 31, 2022 91.13%
July 31, 2022 92.98%
June 30, 2022 92.98%
May 31, 2022 92.98%
April 30, 2022 92.98%
March 31, 2022 92.98%
February 28, 2022 92.98%
January 31, 2022 92.98%
December 31, 2021 92.98%
November 30, 2021 92.98%
October 31, 2021 92.98%
September 30, 2021 92.98%
August 31, 2021 92.98%
July 31, 2021 92.98%
June 30, 2021 92.98%
May 31, 2021 92.98%
April 30, 2021 92.98%
March 31, 2021 94.19%
February 28, 2021 97.45%
January 31, 2021 97.99%
December 31, 2020 98.06%
November 30, 2020 98.82%
October 31, 2020 98.85%
September 30, 2020 98.85%

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

89.06%
Minimum
Dec 2022
99.09%
Maximum
Nov 2019
92.88%
Average
92.98%
Median
Apr 2021

Max Drawdown (5Y) Benchmarks