Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2015. Upgrade now.
Date Value
November 30, 2024 99.99%
October 31, 2024 99.99%
September 30, 2024 99.99%
August 31, 2024 99.99%
July 31, 2024 99.99%
June 30, 2024 99.99%
May 31, 2024 99.99%
April 30, 2024 99.99%
March 31, 2024 99.99%
February 29, 2024 99.99%
January 31, 2024 99.99%
December 31, 2023 99.99%
November 30, 2023 99.94%
October 31, 2023 99.94%
September 30, 2023 99.94%
August 31, 2023 99.94%
July 31, 2023 99.94%
June 30, 2023 99.94%
May 31, 2023 99.94%
April 30, 2023 99.94%
March 31, 2023 99.94%
February 28, 2023 99.94%
January 31, 2023 99.94%
December 31, 2022 99.94%
November 30, 2022 99.94%
Date Value
October 31, 2022 99.94%
September 30, 2022 99.94%
August 31, 2022 99.94%
July 31, 2022 99.94%
June 30, 2022 99.94%
May 31, 2022 99.94%
April 30, 2022 99.94%
March 31, 2022 99.94%
February 28, 2022 99.94%
January 31, 2022 99.94%
December 31, 2021 99.94%
November 30, 2021 99.94%
October 31, 2021 99.94%
September 30, 2021 99.94%
August 31, 2021 99.94%
July 31, 2021 99.92%
June 30, 2021 99.92%
May 31, 2021 99.92%
April 30, 2021 99.92%
March 31, 2021 99.92%
February 28, 2021 99.92%
January 31, 2021 99.92%
December 31, 2020 99.92%
November 30, 2020 99.92%
October 31, 2020 99.92%

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

99.92%
Minimum
Dec 2019
99.99%
Maximum
Dec 2023
99.94%
Average
99.94%
Median
Aug 2021

Max Drawdown (5Y) Benchmarks