Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2009. Upgrade now.
Date Value
September 30, 2024 100.0%
August 31, 2024 100.0%
July 31, 2024 100.0%
June 30, 2024 100.0%
May 31, 2024 100.0%
April 30, 2024 100.0%
March 31, 2024 100.0%
February 29, 2024 100.0%
January 31, 2024 100.0%
December 31, 2023 100.0%
November 30, 2023 100.0%
October 31, 2023 100.0%
September 30, 2023 100.0%
August 31, 2023 100.0%
July 31, 2023 100.0%
June 30, 2023 100.0%
May 31, 2023 100.0%
April 30, 2023 100.0%
March 31, 2023 100.0%
February 28, 2023 100.0%
January 31, 2023 100.0%
December 31, 2022 100.0%
November 30, 2022 100.0%
October 31, 2022 100.0%
September 30, 2022 100.0%
Date Value
August 31, 2022 100.0%
July 31, 2022 100.0%
June 30, 2022 100.0%
May 31, 2022 100.0%
April 30, 2022 100.0%
March 31, 2022 100.0%
February 28, 2022 100.0%
January 31, 2022 100.0%
December 31, 2021 100.0%
November 30, 2021 100.0%
October 31, 2021 100.0%
September 30, 2021 100.0%
August 31, 2021 100.0%
July 31, 2021 100.0%
June 30, 2021 100.0%
May 31, 2021 100.0%
April 30, 2021 100.0%
March 31, 2021 100.0%
February 28, 2021 100.0%
January 31, 2021 100.0%
December 31, 2020 100.0%
November 30, 2020 100.0%
October 31, 2020 100.0%
September 30, 2020 100.0%
August 31, 2020 100.0%

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

100.0%
Minimum
Nov 2019
100.0%
Maximum
Nov 2019
100.0%
Average
100.0%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks