Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2003. Upgrade now.
Date Value
October 31, 2024 91.19%
September 30, 2024 91.19%
August 31, 2024 91.19%
July 31, 2024 91.19%
June 30, 2024 91.19%
May 31, 2024 91.19%
April 30, 2024 91.19%
March 31, 2024 91.19%
February 29, 2024 91.19%
January 31, 2024 91.19%
December 31, 2023 91.19%
November 30, 2023 91.19%
October 31, 2023 91.19%
September 30, 2023 91.19%
August 31, 2023 91.19%
July 31, 2023 91.19%
June 30, 2023 91.19%
May 31, 2023 90.84%
April 30, 2023 87.31%
March 31, 2023 86.96%
February 28, 2023 84.56%
January 31, 2023 84.56%
December 31, 2022 84.56%
November 30, 2022 81.18%
October 31, 2022 80.76%
Date Value
September 30, 2022 80.76%
August 31, 2022 73.64%
July 31, 2022 73.50%
June 30, 2022 73.50%
May 31, 2022 73.50%
April 30, 2022 73.50%
March 31, 2022 73.50%
February 28, 2022 73.50%
January 31, 2022 73.50%
December 31, 2021 73.50%
November 30, 2021 73.50%
October 31, 2021 74.03%
September 30, 2021 74.03%
August 31, 2021 75.10%
July 31, 2021 77.58%
June 30, 2021 77.93%
May 31, 2021 77.93%
April 30, 2021 77.93%
March 31, 2021 78.62%
February 28, 2021 83.62%
January 31, 2021 88.72%
December 31, 2020 88.72%
November 30, 2020 88.72%
October 31, 2020 88.72%
September 30, 2020 88.72%

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

73.50%
Minimum
Nov 2021
91.19%
Maximum
Jun 2023
84.57%
Average
88.72%
Median
Nov 2019