Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2011. Upgrade now.
Date Value
September 30, 2024 99.97%
August 31, 2024 99.97%
July 31, 2024 99.97%
June 30, 2024 99.97%
May 31, 2024 99.97%
April 30, 2024 99.97%
March 31, 2024 99.97%
February 29, 2024 99.97%
January 31, 2024 99.97%
December 31, 2023 99.97%
November 30, 2023 99.97%
October 31, 2023 99.97%
September 30, 2023 99.97%
August 31, 2023 99.97%
July 31, 2023 99.97%
June 30, 2023 99.97%
May 31, 2023 99.97%
April 30, 2023 99.97%
March 31, 2023 99.97%
February 28, 2023 99.97%
January 31, 2023 99.97%
December 31, 2022 99.97%
November 30, 2022 99.97%
October 31, 2022 99.97%
September 30, 2022 99.97%
Date Value
August 31, 2022 99.97%
July 31, 2022 99.97%
June 30, 2022 99.97%
May 31, 2022 99.96%
April 30, 2022 99.95%
March 31, 2022 99.95%
February 28, 2022 99.95%
January 31, 2022 99.95%
December 31, 2021 99.95%
November 30, 2021 99.92%
October 31, 2021 99.89%
September 30, 2021 99.84%
August 31, 2021 99.71%
July 31, 2021 99.53%
June 30, 2021 98.50%
May 31, 2021 98.50%
April 30, 2021 98.50%
March 31, 2021 98.50%
February 28, 2021 98.50%
January 31, 2021 98.50%
December 31, 2020 98.50%
November 30, 2020 98.50%
October 31, 2020 98.50%
September 30, 2020 98.50%
August 31, 2020 98.50%

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

96.67%
Minimum
Nov 2019
99.97%
Maximum
Aug 2022
99.32%
Average
99.95%
Median
Dec 2021