Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1992. Upgrade now.
Date Value
October 31, 2024 92.55%
September 30, 2024 92.55%
August 31, 2024 92.55%
July 31, 2024 92.55%
June 30, 2024 92.55%
May 31, 2024 92.55%
April 30, 2024 92.55%
March 31, 2024 92.55%
February 29, 2024 92.55%
January 31, 2024 92.55%
December 31, 2023 92.55%
November 30, 2023 92.55%
October 31, 2023 92.55%
September 30, 2023 92.55%
August 31, 2023 92.55%
July 31, 2023 92.55%
June 30, 2023 92.55%
May 31, 2023 92.55%
April 30, 2023 92.55%
March 31, 2023 92.55%
February 28, 2023 92.55%
January 31, 2023 92.55%
December 31, 2022 92.55%
November 30, 2022 92.55%
October 31, 2022 92.55%
Date Value
September 30, 2022 92.55%
August 31, 2022 90.91%
July 31, 2022 90.48%
June 30, 2022 88.86%
May 31, 2022 88.86%
April 30, 2022 88.86%
March 31, 2022 88.86%
February 28, 2022 88.86%
January 31, 2022 88.86%
December 31, 2021 88.86%
November 30, 2021 88.86%
October 31, 2021 88.86%
September 30, 2021 88.86%
August 31, 2021 88.86%
July 31, 2021 88.86%
June 30, 2021 88.86%
May 31, 2021 88.86%
April 30, 2021 88.86%
March 31, 2021 88.86%
February 28, 2021 88.86%
January 31, 2021 88.86%
December 31, 2020 88.86%
November 30, 2020 88.86%
October 31, 2020 88.86%
September 30, 2020 88.86%

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

66.46%
Minimum
Nov 2019
92.55%
Maximum
Sep 2022
89.17%
Average
88.86%
Median
Mar 2020