Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2002. Upgrade now.
Date Value
October 31, 2024 39.53%
September 30, 2024 39.53%
August 31, 2024 39.53%
July 31, 2024 39.53%
June 30, 2024 39.53%
May 31, 2024 39.53%
April 30, 2024 39.53%
March 31, 2024 39.53%
February 29, 2024 39.53%
January 31, 2024 39.53%
December 31, 2023 39.53%
November 30, 2023 39.53%
October 31, 2023 39.53%
September 30, 2023 37.92%
August 31, 2023 37.92%
July 31, 2023 37.92%
June 30, 2023 37.92%
May 31, 2023 37.92%
April 30, 2023 37.92%
March 31, 2023 37.92%
February 28, 2023 37.92%
January 31, 2023 37.92%
December 31, 2022 37.92%
November 30, 2022 37.92%
October 31, 2022 37.92%
Date Value
September 30, 2022 34.96%
August 31, 2022 34.96%
July 31, 2022 34.96%
June 30, 2022 34.96%
May 31, 2022 34.96%
April 30, 2022 34.96%
March 31, 2022 34.96%
February 28, 2022 34.96%
January 31, 2022 34.96%
December 31, 2021 34.96%
November 30, 2021 34.96%
October 31, 2021 34.96%
September 30, 2021 34.96%
August 31, 2021 34.96%
July 31, 2021 34.96%
June 30, 2021 34.96%
May 31, 2021 34.96%
April 30, 2021 34.96%
March 31, 2021 34.96%
February 28, 2021 34.96%
January 31, 2021 34.96%
December 31, 2020 34.96%
November 30, 2020 34.96%
October 31, 2020 34.96%
September 30, 2020 34.96%

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

15.78%
Minimum
Nov 2019
39.53%
Maximum
Oct 2023
35.26%
Average
34.96%
Median
Mar 2020