Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2005. Upgrade now.
Date Value
October 31, 2024 64.13%
September 30, 2024 64.13%
August 31, 2024 64.13%
July 31, 2024 64.13%
June 30, 2024 64.13%
May 31, 2024 64.13%
April 30, 2024 64.13%
March 31, 2024 64.13%
February 29, 2024 64.13%
January 31, 2024 64.13%
December 31, 2023 64.13%
November 30, 2023 64.13%
October 31, 2023 64.13%
September 30, 2023 64.13%
August 31, 2023 64.13%
July 31, 2023 64.13%
June 30, 2023 64.13%
May 31, 2023 64.13%
April 30, 2023 64.13%
March 31, 2023 64.13%
February 28, 2023 64.13%
January 31, 2023 64.13%
December 31, 2022 64.13%
November 30, 2022 64.13%
October 31, 2022 64.13%
Date Value
September 30, 2022 64.13%
August 31, 2022 64.13%
July 31, 2022 64.13%
June 30, 2022 64.13%
May 31, 2022 64.13%
April 30, 2022 64.13%
March 31, 2022 64.13%
February 28, 2022 64.13%
January 31, 2022 64.13%
December 31, 2021 64.13%
November 30, 2021 64.13%
October 31, 2021 65.68%
September 30, 2021 66.17%
August 31, 2021 66.17%
July 31, 2021 67.89%
June 30, 2021 67.89%
May 31, 2021 67.89%
April 30, 2021 67.89%
March 31, 2021 67.89%
February 28, 2021 67.89%
January 31, 2021 67.89%
December 31, 2020 67.89%
November 30, 2020 67.89%
October 31, 2020 67.89%
September 30, 2020 67.89%

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

64.13%
Minimum
Nov 2021
67.89%
Maximum
Nov 2019
65.54%
Average
64.13%
Median
Nov 2021

Max Drawdown (5Y) Benchmarks