Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2004. Upgrade now.
Date Value
October 31, 2024 88.07%
September 30, 2024 88.07%
August 31, 2024 88.07%
July 31, 2024 88.07%
June 30, 2024 88.07%
May 31, 2024 88.07%
April 30, 2024 88.07%
March 31, 2024 88.07%
February 29, 2024 88.07%
January 31, 2024 88.07%
December 31, 2023 88.07%
November 30, 2023 88.07%
October 31, 2023 88.07%
September 30, 2023 88.07%
August 31, 2023 88.07%
July 31, 2023 88.07%
June 30, 2023 88.07%
May 31, 2023 88.07%
April 30, 2023 88.07%
March 31, 2023 88.07%
February 28, 2023 88.07%
January 31, 2023 88.07%
December 31, 2022 88.07%
November 30, 2022 88.07%
October 31, 2022 88.07%
Date Value
September 30, 2022 88.07%
August 31, 2022 88.07%
July 31, 2022 88.07%
June 30, 2022 88.07%
May 31, 2022 88.07%
April 30, 2022 88.07%
March 31, 2022 88.07%
February 28, 2022 88.07%
January 31, 2022 88.07%
December 31, 2021 88.07%
November 30, 2021 88.07%
October 31, 2021 88.07%
September 30, 2021 88.07%
August 31, 2021 88.07%
July 31, 2021 88.07%
June 30, 2021 88.07%
May 31, 2021 88.07%
April 30, 2021 88.07%
March 31, 2021 88.07%
February 28, 2021 88.07%
January 31, 2021 88.07%
December 31, 2020 88.07%
November 30, 2020 88.07%
October 31, 2020 88.07%
September 30, 2020 88.07%

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

77.71%
Minimum
Nov 2019
88.07%
Maximum
Apr 2020
87.36%
Average
88.07%
Median
Apr 2020