Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1996. Upgrade now.
Date Value
September 30, 2024 94.74%
August 31, 2024 93.42%
July 31, 2024 93.42%
June 30, 2024 93.42%
May 31, 2024 93.42%
April 30, 2024 93.42%
March 31, 2024 93.42%
February 29, 2024 93.42%
January 31, 2024 93.42%
December 31, 2023 93.42%
November 30, 2023 93.42%
October 31, 2023 93.42%
September 30, 2023 93.42%
August 31, 2023 93.42%
July 31, 2023 93.42%
June 30, 2023 93.42%
May 31, 2023 93.42%
April 30, 2023 90.79%
March 31, 2023 90.79%
February 28, 2023 90.79%
January 31, 2023 90.79%
December 31, 2022 90.79%
November 30, 2022 90.79%
October 31, 2022 90.79%
September 30, 2022 90.79%
Date Value
August 31, 2022 90.79%
July 31, 2022 89.47%
June 30, 2022 88.46%
May 31, 2022 88.46%
April 30, 2022 88.46%
March 31, 2022 88.46%
February 28, 2022 88.46%
January 31, 2022 88.46%
December 31, 2021 88.46%
November 30, 2021 88.46%
October 31, 2021 88.46%
September 30, 2021 88.46%
August 31, 2021 88.46%
July 31, 2021 88.46%
June 30, 2021 88.46%
May 31, 2021 88.46%
April 30, 2021 88.46%
March 31, 2021 88.46%
February 28, 2021 88.46%
January 31, 2021 88.46%
December 31, 2020 88.46%
November 30, 2020 88.46%
October 31, 2020 88.46%
September 30, 2020 88.46%
August 31, 2020 88.46%

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

88.46%
Minimum
Nov 2019
94.74%
Maximum
Sep 2024
90.29%
Average
88.46%
Median
Nov 2019