Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2010. Upgrade now.
Date Value
September 30, 2024 94.99%
August 31, 2024 94.99%
July 31, 2024 94.99%
June 30, 2024 94.99%
May 31, 2024 94.99%
April 30, 2024 94.99%
March 31, 2024 94.99%
February 29, 2024 94.99%
January 31, 2024 94.99%
December 31, 2023 94.99%
November 30, 2023 94.99%
October 31, 2023 94.99%
September 30, 2023 94.99%
August 31, 2023 94.99%
July 31, 2023 94.99%
June 30, 2023 94.99%
May 31, 2023 94.99%
April 30, 2023 94.99%
March 31, 2023 94.99%
February 28, 2023 94.95%
January 31, 2023 94.95%
December 31, 2022 94.95%
November 30, 2022 94.95%
October 31, 2022 94.95%
September 30, 2022 94.95%
Date Value
August 31, 2022 94.95%
July 31, 2022 94.95%
June 30, 2022 94.95%
May 31, 2022 94.95%
April 30, 2022 94.95%
March 31, 2022 94.95%
February 28, 2022 94.95%
January 31, 2022 94.95%
December 31, 2021 94.95%
November 30, 2021 94.95%
October 31, 2021 94.95%
September 30, 2021 94.95%
August 31, 2021 94.95%
July 31, 2021 94.95%
June 30, 2021 94.95%
May 31, 2021 94.95%
April 30, 2021 95.36%
March 31, 2021 95.36%
February 28, 2021 96.84%
January 31, 2021 99.19%
December 31, 2020 99.19%
November 30, 2020 99.34%
October 31, 2020 99.49%
September 30, 2020 99.97%
August 31, 2020 99.97%

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

94.95%
Minimum
May 2021
99.97%
Maximum
Nov 2019
96.24%
Average
94.99%
Median
Mar 2023

Max Drawdown (5Y) Benchmarks