Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1991. Upgrade now.
Date Value
October 31, 2024 58.04%
September 30, 2024 54.78%
August 31, 2024 54.78%
July 31, 2024 54.78%
June 30, 2024 54.78%
May 31, 2024 54.78%
April 30, 2024 54.78%
March 31, 2024 54.78%
February 29, 2024 54.78%
January 31, 2024 54.78%
December 31, 2023 54.78%
November 30, 2023 54.78%
October 31, 2023 54.78%
September 30, 2023 54.78%
August 31, 2023 54.78%
July 31, 2023 54.78%
June 30, 2023 54.78%
May 31, 2023 54.78%
April 30, 2023 54.78%
March 31, 2023 54.78%
February 28, 2023 54.78%
January 31, 2023 54.78%
December 31, 2022 54.78%
November 30, 2022 54.78%
October 31, 2022 54.78%
Date Value
September 30, 2022 54.78%
August 31, 2022 54.78%
July 31, 2022 54.78%
June 30, 2022 54.78%
May 31, 2022 54.78%
April 30, 2022 53.28%
March 31, 2022 53.28%
February 28, 2022 51.02%
January 31, 2022 50.57%
December 31, 2021 50.57%
November 30, 2021 50.57%
October 31, 2021 50.57%
September 30, 2021 50.57%
August 31, 2021 50.57%
July 31, 2021 50.57%
June 30, 2021 50.57%
May 31, 2021 50.57%
April 30, 2021 50.57%
March 31, 2021 52.81%
February 28, 2021 52.81%
January 31, 2021 52.81%
December 31, 2020 52.81%
November 30, 2020 52.81%
October 31, 2020 52.81%
September 30, 2020 52.81%

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

50.57%
Minimum
Apr 2021
58.04%
Maximum
Oct 2024
53.46%
Average
54.03%
Median

Max Drawdown (5Y) Benchmarks