Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2015. Upgrade now.
Date Value
October 31, 2024 86.15%
September 30, 2024 86.15%
August 31, 2024 86.15%
July 31, 2024 86.15%
June 30, 2024 86.15%
May 31, 2024 86.15%
April 30, 2024 86.15%
March 31, 2024 86.15%
February 29, 2024 86.15%
January 31, 2024 86.15%
December 31, 2023 86.15%
November 30, 2023 86.15%
October 31, 2023 86.15%
September 30, 2023 86.15%
August 31, 2023 86.15%
July 31, 2023 86.15%
June 30, 2023 86.15%
May 31, 2023 86.15%
April 30, 2023 86.15%
March 31, 2023 86.15%
February 28, 2023 86.15%
January 31, 2023 86.15%
December 31, 2022 86.15%
November 30, 2022 86.15%
October 31, 2022 86.15%
Date Value
September 30, 2022 86.15%
August 31, 2022 86.15%
July 31, 2022 86.15%
June 30, 2022 86.15%
May 31, 2022 86.15%
April 30, 2022 86.15%
March 31, 2022 86.15%
February 28, 2022 86.15%
January 31, 2022 86.15%
December 31, 2021 86.15%
November 30, 2021 86.15%
October 31, 2021 86.15%
September 30, 2021 86.15%
August 31, 2021 86.15%
July 31, 2021 86.15%
June 30, 2021 86.15%
May 31, 2021 86.15%
April 30, 2021 86.15%
March 31, 2021 86.15%
February 28, 2021 86.15%
January 31, 2021 86.15%
December 31, 2020 86.15%
November 30, 2020 86.15%
October 31, 2020 86.15%
September 30, 2020 86.15%

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

84.25%
Minimum
Nov 2019
86.15%
Maximum
Apr 2020
85.99%
Average
86.15%
Median
Apr 2020

Max Drawdown (5Y) Benchmarks