Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1999. Upgrade now.
Date Value
September 30, 2024 95.43%
August 31, 2024 95.43%
July 31, 2024 95.43%
June 30, 2024 95.43%
May 31, 2024 95.43%
April 30, 2024 95.43%
March 31, 2024 95.43%
February 29, 2024 95.43%
January 31, 2024 95.43%
December 31, 2023 95.43%
November 30, 2023 95.43%
October 31, 2023 95.43%
September 30, 2023 95.43%
August 31, 2023 95.43%
July 31, 2023 95.43%
June 30, 2023 95.43%
May 31, 2023 95.43%
April 30, 2023 95.43%
March 31, 2023 95.43%
February 28, 2023 95.43%
January 31, 2023 95.43%
December 31, 2022 95.43%
November 30, 2022 95.43%
October 31, 2022 95.43%
September 30, 2022 95.43%
Date Value
August 31, 2022 95.43%
July 31, 2022 95.43%
June 30, 2022 95.43%
May 31, 2022 95.43%
April 30, 2022 95.43%
March 31, 2022 95.43%
February 28, 2022 95.43%
January 31, 2022 95.43%
December 31, 2021 95.43%
November 30, 2021 95.43%
October 31, 2021 95.43%
September 30, 2021 96.30%
August 31, 2021 96.30%
July 31, 2021 96.30%
June 30, 2021 96.30%
May 31, 2021 96.30%
April 30, 2021 96.30%
March 31, 2021 96.30%
February 28, 2021 96.30%
January 31, 2021 96.30%
December 31, 2020 96.30%
November 30, 2020 96.30%
October 31, 2020 96.30%
September 30, 2020 97.47%
August 31, 2020 98.51%

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

95.43%
Minimum
Oct 2021
99.46%
Maximum
Nov 2019
96.31%
Average
95.43%
Median
Oct 2021

Max Drawdown (5Y) Benchmarks