Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2010. Upgrade now.
Date Value
October 31, 2024 75.12%
September 30, 2024 75.12%
August 31, 2024 75.12%
July 31, 2024 75.12%
June 30, 2024 75.12%
May 31, 2024 75.12%
April 30, 2024 75.12%
March 31, 2024 75.12%
February 29, 2024 75.12%
January 31, 2024 75.12%
December 31, 2023 75.12%
November 30, 2023 75.12%
October 31, 2023 75.12%
September 30, 2023 76.15%
August 31, 2023 76.15%
July 31, 2023 76.15%
June 30, 2023 76.15%
May 31, 2023 76.15%
April 30, 2023 76.15%
March 31, 2023 76.15%
February 28, 2023 76.15%
January 31, 2023 76.15%
December 31, 2022 76.15%
November 30, 2022 76.15%
October 31, 2022 76.15%
Date Value
September 30, 2022 76.15%
August 31, 2022 76.15%
July 31, 2022 76.15%
June 30, 2022 76.15%
May 31, 2022 76.15%
April 30, 2022 76.15%
March 31, 2022 76.15%
February 28, 2022 76.15%
January 31, 2022 76.15%
December 31, 2021 76.15%
November 30, 2021 76.15%
October 31, 2021 76.15%
September 30, 2021 76.15%
August 31, 2021 76.15%
July 31, 2021 76.15%
June 30, 2021 76.15%
May 31, 2021 76.15%
April 30, 2021 76.15%
March 31, 2021 76.15%
February 28, 2021 76.15%
January 31, 2021 76.15%
December 31, 2020 76.15%
November 30, 2020 76.15%
October 31, 2020 76.15%
September 30, 2020 76.15%

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

75.12%
Minimum
Oct 2023
76.15%
Maximum
Nov 2019
75.93%
Average
76.15%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks