Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2003. Upgrade now.
Date Value
October 31, 2024 57.89%
September 30, 2024 57.89%
August 31, 2024 57.89%
July 31, 2024 57.89%
June 30, 2024 57.89%
May 31, 2024 57.89%
April 30, 2024 57.89%
March 31, 2024 57.89%
February 29, 2024 57.89%
January 31, 2024 57.89%
December 31, 2023 57.89%
November 30, 2023 57.89%
October 31, 2023 57.89%
September 30, 2023 57.89%
August 31, 2023 57.89%
July 31, 2023 57.89%
June 30, 2023 57.89%
May 31, 2023 57.89%
April 30, 2023 57.89%
March 31, 2023 57.89%
February 28, 2023 57.89%
January 31, 2023 57.89%
December 31, 2022 57.89%
November 30, 2022 57.89%
October 31, 2022 57.89%
Date Value
September 30, 2022 57.89%
August 31, 2022 57.89%
July 31, 2022 57.89%
June 30, 2022 57.89%
May 31, 2022 57.89%
April 30, 2022 57.89%
March 31, 2022 57.89%
February 28, 2022 57.89%
January 31, 2022 57.89%
December 31, 2021 57.89%
November 30, 2021 57.89%
October 31, 2021 57.89%
September 30, 2021 57.89%
August 31, 2021 57.89%
July 31, 2021 57.89%
June 30, 2021 57.89%
May 31, 2021 57.89%
April 30, 2021 57.89%
March 31, 2021 57.89%
February 28, 2021 57.89%
January 31, 2021 57.89%
December 31, 2020 57.89%
November 30, 2020 57.89%
October 31, 2020 57.89%
September 30, 2020 57.89%

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

55.52%
Minimum
Nov 2019
57.89%
Maximum
Apr 2020
57.71%
Average
57.89%
Median
Apr 2020