Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1996. Upgrade now.
Date Value
September 30, 2024 20.47%
August 31, 2024 20.47%
July 31, 2024 20.47%
June 30, 2024 20.47%
May 31, 2024 20.47%
April 30, 2024 20.47%
March 31, 2024 20.47%
February 29, 2024 20.47%
January 31, 2024 20.47%
December 31, 2023 20.47%
November 30, 2023 24.74%
October 31, 2023 25.00%
September 30, 2023 25.00%
August 31, 2023 25.00%
July 31, 2023 25.00%
June 30, 2023 25.00%
May 31, 2023 25.00%
April 30, 2023 25.00%
March 31, 2023 25.00%
February 28, 2023 25.00%
January 31, 2023 25.00%
December 31, 2022 25.00%
November 30, 2022 25.00%
October 31, 2022 25.00%
September 30, 2022 25.00%
Date Value
August 31, 2022 25.00%
July 31, 2022 25.00%
June 30, 2022 25.00%
May 31, 2022 25.00%
April 30, 2022 25.00%
March 31, 2022 25.00%
February 28, 2022 25.00%
January 31, 2022 25.00%
December 31, 2021 25.00%
November 30, 2021 25.00%
October 31, 2021 25.00%
September 30, 2021 25.00%
August 31, 2021 25.00%
July 31, 2021 25.00%
June 30, 2021 25.00%
May 31, 2021 25.00%
April 30, 2021 25.76%
March 31, 2021 25.76%
February 28, 2021 25.76%
January 31, 2021 25.76%
December 31, 2020 30.29%
November 30, 2020 30.29%
October 31, 2020 30.29%
September 30, 2020 30.29%
August 31, 2020 30.29%

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

20.47%
Minimum
Dec 2023
30.29%
Maximum
Nov 2019
25.53%
Average
25.00%
Median
May 2021

Max Drawdown (5Y) Benchmarks