Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2000. Upgrade now.
Date Value
October 31, 2024 61.39%
September 30, 2024 61.39%
August 31, 2024 61.39%
July 31, 2024 61.39%
June 30, 2024 61.39%
May 31, 2024 61.39%
April 30, 2024 61.39%
March 31, 2024 61.39%
February 29, 2024 61.39%
January 31, 2024 61.39%
December 31, 2023 61.39%
November 30, 2023 61.39%
October 31, 2023 61.39%
September 30, 2023 61.39%
August 31, 2023 61.39%
July 31, 2023 61.39%
June 30, 2023 61.39%
May 31, 2023 61.39%
April 30, 2023 61.39%
March 31, 2023 61.39%
February 28, 2023 61.39%
January 31, 2023 61.39%
December 31, 2022 61.39%
November 30, 2022 61.39%
October 31, 2022 61.39%
Date Value
September 30, 2022 61.39%
August 31, 2022 61.39%
July 31, 2022 61.39%
June 30, 2022 61.39%
May 31, 2022 61.39%
April 30, 2022 61.39%
March 31, 2022 61.39%
February 28, 2022 61.39%
January 31, 2022 61.39%
December 31, 2021 61.39%
November 30, 2021 61.39%
October 31, 2021 61.39%
September 30, 2021 61.39%
August 31, 2021 61.39%
July 31, 2021 61.39%
June 30, 2021 61.39%
May 31, 2021 61.39%
April 30, 2021 61.39%
March 31, 2021 61.39%
February 28, 2021 61.39%
January 31, 2021 61.39%
December 31, 2020 61.39%
November 30, 2020 61.39%
October 31, 2020 61.39%
September 30, 2020 61.39%

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

41.47%
Minimum
Nov 2019
61.39%
Maximum
Apr 2020
60.06%
Average
61.39%
Median
Apr 2020