Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2006. Upgrade now.
Date Value
October 31, 2024 35.34%
September 30, 2024 35.34%
August 31, 2024 35.34%
July 31, 2024 35.34%
June 30, 2024 35.34%
May 31, 2024 35.34%
April 30, 2024 35.34%
March 31, 2024 35.34%
February 29, 2024 35.34%
January 31, 2024 35.34%
December 31, 2023 35.34%
November 30, 2023 35.34%
October 31, 2023 35.34%
September 30, 2023 35.34%
August 31, 2023 35.34%
July 31, 2023 35.34%
June 30, 2023 35.34%
May 31, 2023 35.34%
April 30, 2023 35.34%
March 31, 2023 35.34%
February 28, 2023 35.34%
January 31, 2023 35.34%
December 31, 2022 35.34%
November 30, 2022 35.34%
October 31, 2022 35.34%
Date Value
September 30, 2022 35.34%
August 31, 2022 35.34%
July 31, 2022 35.34%
June 30, 2022 35.34%
May 31, 2022 35.34%
April 30, 2022 35.34%
March 31, 2022 35.34%
February 28, 2022 35.34%
January 31, 2022 35.34%
December 31, 2021 35.34%
November 30, 2021 35.34%
October 31, 2021 35.34%
September 30, 2021 35.34%
August 31, 2021 35.34%
July 31, 2021 35.34%
June 30, 2021 35.34%
May 31, 2021 35.34%
April 30, 2021 35.34%
March 31, 2021 35.34%
February 28, 2021 35.34%
January 31, 2021 35.34%
December 31, 2020 35.34%
November 30, 2020 35.34%
October 31, 2020 35.34%
September 30, 2020 35.34%

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

12.13%
Minimum
Nov 2019
35.34%
Maximum
Mar 2020
33.79%
Average
35.34%
Median
Mar 2020