Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2013. Upgrade now.
Date Value
November 30, 2024 68.87%
October 31, 2024 68.87%
September 30, 2024 68.87%
August 31, 2024 68.87%
July 31, 2024 68.87%
June 30, 2024 68.87%
May 31, 2024 68.87%
April 30, 2024 68.87%
March 31, 2024 68.87%
February 29, 2024 68.87%
January 31, 2024 68.87%
December 31, 2023 68.87%
November 30, 2023 68.87%
October 31, 2023 68.87%
September 30, 2023 68.87%
August 31, 2023 68.87%
July 31, 2023 68.87%
June 30, 2023 68.87%
May 31, 2023 68.87%
April 30, 2023 68.87%
March 31, 2023 68.87%
February 28, 2023 68.87%
January 31, 2023 68.87%
December 31, 2022 68.87%
November 30, 2022 68.87%
Date Value
October 31, 2022 68.87%
September 30, 2022 68.87%
August 31, 2022 61.37%
July 31, 2022 61.37%
June 30, 2022 61.37%
May 31, 2022 58.75%
April 30, 2022 51.45%
March 31, 2022 51.45%
February 28, 2022 51.45%
January 31, 2022 51.45%
December 31, 2021 51.45%
November 30, 2021 51.45%
October 31, 2021 51.45%
September 30, 2021 51.45%
August 31, 2021 51.45%
July 31, 2021 51.45%
June 30, 2021 51.45%
May 31, 2021 51.45%
April 30, 2021 51.45%
March 31, 2021 51.45%
February 28, 2021 51.45%
January 31, 2021 51.45%
December 31, 2020 51.45%
November 30, 2020 51.45%
October 31, 2020 51.45%

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

33.30%
Minimum
Dec 2019
68.87%
Maximum
Sep 2022
59.00%
Average
60.06%
Median

Max Drawdown (5Y) Benchmarks