Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2019. Upgrade now.
Date Value
October 31, 2024 93.46%
September 30, 2024 93.46%
August 31, 2024 93.41%
July 31, 2024 93.41%
June 30, 2024 93.41%
May 31, 2024 93.41%
April 30, 2024 93.41%
March 31, 2024 93.41%
February 29, 2024 93.41%
January 31, 2024 93.41%
December 31, 2023 93.41%
November 30, 2023 93.41%
October 31, 2023 93.41%
September 30, 2023 93.41%
August 31, 2023 93.41%
July 31, 2023 93.41%
June 30, 2023 93.41%
May 31, 2023 93.41%
April 30, 2023 93.41%
March 31, 2023 93.41%
February 28, 2023 93.41%
January 31, 2023 93.41%
December 31, 2022 93.41%
November 30, 2022 93.41%
October 31, 2022 92.63%
Date Value
September 30, 2022 91.46%
August 31, 2022 91.20%
July 31, 2022 90.76%
June 30, 2022 90.37%
May 31, 2022 90.37%
April 30, 2022 87.09%
March 31, 2022 86.70%
February 28, 2022 84.22%
January 31, 2022 84.22%
December 31, 2021 84.22%
November 30, 2021 84.22%
October 31, 2021 84.22%
September 30, 2021 84.22%
August 31, 2021 84.22%
July 31, 2021 84.22%
June 30, 2021 57.23%
May 31, 2021 57.23%
April 30, 2021 50.03%
March 31, 2021 50.03%
February 28, 2021 49.23%
January 31, 2021 49.23%
December 31, 2020 49.23%
November 30, 2020 49.23%
October 31, 2020 49.23%
September 30, 2020 49.23%

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

15.32%
Minimum
Nov 2019
93.46%
Maximum
Sep 2024
75.12%
Average
88.73%
Median