Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2019. Upgrade now.
Date Value
September 30, 2024 93.75%
August 31, 2024 93.75%
July 31, 2024 93.75%
June 30, 2024 92.50%
May 31, 2024 92.50%
April 30, 2024 92.50%
March 31, 2024 92.50%
February 29, 2024 92.50%
January 31, 2024 92.50%
December 31, 2023 92.50%
November 30, 2023 92.50%
October 31, 2023 91.25%
September 30, 2023 91.25%
August 31, 2023 91.25%
July 31, 2023 91.25%
June 30, 2023 91.25%
May 31, 2023 91.25%
April 30, 2023 91.25%
March 31, 2023 91.25%
February 28, 2023 91.25%
January 31, 2023 91.25%
December 31, 2022 91.25%
November 30, 2022 91.25%
October 31, 2022 91.25%
September 30, 2022 90.00%
Date Value
August 31, 2022 86.25%
July 31, 2022 86.25%
June 30, 2022 83.75%
May 31, 2022 82.50%
April 30, 2022 78.75%
March 31, 2022 78.75%
February 28, 2022 77.50%
January 31, 2022 75.00%
December 31, 2021 73.75%
November 30, 2021 73.75%
October 31, 2021 73.75%
September 30, 2021 67.50%
August 31, 2021 66.67%
July 31, 2021 66.67%
June 30, 2021 66.67%
May 31, 2021 66.67%
April 30, 2021 66.67%
March 31, 2021 66.67%
February 28, 2021 66.67%
January 31, 2021 66.67%
December 31, 2020 66.67%
November 30, 2020 66.67%
October 31, 2020 66.67%
September 30, 2020 66.67%
August 31, 2020 66.67%

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

62.50%
Minimum
Nov 2019
93.75%
Maximum
Jul 2024
79.41%
Average
78.75%
Median
Mar 2022