Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1991. Upgrade now.
Date Value
October 31, 2024 66.06%
September 30, 2024 66.06%
August 31, 2024 66.06%
July 31, 2024 66.06%
June 30, 2024 66.06%
May 31, 2024 66.06%
April 30, 2024 66.06%
March 31, 2024 66.06%
February 29, 2024 66.06%
January 31, 2024 66.06%
December 31, 2023 66.06%
November 30, 2023 66.06%
October 31, 2023 66.06%
September 30, 2023 66.06%
August 31, 2023 66.06%
July 31, 2023 66.06%
June 30, 2023 66.06%
May 31, 2023 66.06%
April 30, 2023 66.06%
March 31, 2023 66.06%
February 28, 2023 66.06%
January 31, 2023 66.06%
December 31, 2022 66.06%
November 30, 2022 66.06%
October 31, 2022 66.06%
Date Value
September 30, 2022 66.06%
August 31, 2022 66.06%
July 31, 2022 66.06%
June 30, 2022 66.06%
May 31, 2022 66.06%
April 30, 2022 66.06%
March 31, 2022 66.06%
February 28, 2022 66.06%
January 31, 2022 63.10%
December 31, 2021 63.10%
November 30, 2021 63.10%
October 31, 2021 63.10%
September 30, 2021 63.10%
August 31, 2021 63.10%
July 31, 2021 63.10%
June 30, 2021 63.10%
May 31, 2021 63.10%
April 30, 2021 63.10%
March 31, 2021 70.98%
February 28, 2021 74.80%
January 31, 2021 74.80%
December 31, 2020 74.80%
November 30, 2020 74.80%
October 31, 2020 74.80%
September 30, 2020 74.80%

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

63.10%
Minimum
Apr 2021
74.80%
Maximum
Nov 2019
67.98%
Average
66.06%
Median
Feb 2022