Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2006. Upgrade now.
Date Value
September 30, 2024 92.98%
August 31, 2024 92.98%
July 31, 2024 92.98%
June 30, 2024 92.98%
May 31, 2024 92.98%
April 30, 2024 92.98%
March 31, 2024 99.81%
February 29, 2024 99.81%
January 31, 2024 99.86%
December 31, 2023 99.88%
November 30, 2023 99.88%
October 31, 2023 99.88%
September 30, 2023 99.88%
August 31, 2023 99.88%
July 31, 2023 99.90%
June 30, 2023 99.90%
May 31, 2023 99.90%
April 30, 2023 99.90%
March 31, 2023 99.90%
February 28, 2023 99.90%
January 31, 2023 99.90%
December 31, 2022 99.90%
November 30, 2022 99.90%
October 31, 2022 99.90%
September 30, 2022 99.90%
Date Value
August 31, 2022 99.90%
July 31, 2022 99.90%
June 30, 2022 99.90%
May 31, 2022 99.90%
April 30, 2022 99.90%
March 31, 2022 99.90%
February 28, 2022 99.90%
January 31, 2022 99.90%
December 31, 2021 99.90%
November 30, 2021 99.90%
October 31, 2021 99.90%
September 30, 2021 99.90%
August 31, 2021 99.90%
July 31, 2021 99.90%
June 30, 2021 99.90%
May 31, 2021 99.90%
April 30, 2021 99.90%
March 31, 2021 99.90%
February 28, 2021 99.90%
January 31, 2021 99.90%
December 31, 2020 99.90%
November 30, 2020 99.90%
October 31, 2020 99.90%
September 30, 2020 99.90%
August 31, 2020 99.90%

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

92.98%
Minimum
Apr 2024
99.90%
Maximum
Nov 2019
99.19%
Average
99.90%
Median
Nov 2019