Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1984. Upgrade now.
Date Value
October 31, 2024 66.34%
September 30, 2024 66.34%
August 31, 2024 66.34%
July 31, 2024 66.34%
June 30, 2024 66.34%
May 31, 2024 66.34%
April 30, 2024 66.34%
March 31, 2024 66.34%
February 29, 2024 66.34%
January 31, 2024 66.34%
December 31, 2023 66.34%
November 30, 2023 66.34%
October 31, 2023 66.34%
September 30, 2023 66.34%
August 31, 2023 66.34%
July 31, 2023 67.89%
June 30, 2023 67.89%
May 31, 2023 67.89%
April 30, 2023 67.89%
March 31, 2023 67.89%
February 28, 2023 67.89%
January 31, 2023 67.89%
December 31, 2022 67.89%
November 30, 2022 70.95%
October 31, 2022 73.17%
Date Value
September 30, 2022 73.17%
August 31, 2022 74.30%
July 31, 2022 75.42%
June 30, 2022 75.42%
May 31, 2022 75.42%
April 30, 2022 75.42%
March 31, 2022 75.42%
February 28, 2022 75.42%
January 31, 2022 75.42%
December 31, 2021 75.98%
November 30, 2021 79.41%
October 31, 2021 79.41%
September 30, 2021 79.41%
August 31, 2021 79.41%
July 31, 2021 79.41%
June 30, 2021 79.41%
May 31, 2021 79.41%
April 30, 2021 79.41%
March 31, 2021 79.41%
February 28, 2021 79.41%
January 31, 2021 82.80%
December 31, 2020 85.41%
November 30, 2020 87.24%
October 31, 2020 87.52%
September 30, 2020 87.52%

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

66.34%
Minimum
Aug 2023
88.69%
Maximum
Nov 2019
75.73%
Average
75.42%
Median
Jan 2022