Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1988. Upgrade now.
Date Value
October 31, 2024 91.58%
September 30, 2024 91.58%
August 31, 2024 91.58%
July 31, 2024 91.58%
June 30, 2024 91.58%
May 31, 2024 91.58%
April 30, 2024 91.58%
March 31, 2024 91.58%
February 29, 2024 91.58%
January 31, 2024 91.58%
December 31, 2023 91.58%
November 30, 2023 91.58%
October 31, 2023 91.58%
September 30, 2023 91.58%
August 31, 2023 91.58%
July 31, 2023 91.58%
June 30, 2023 91.58%
May 31, 2023 91.58%
April 30, 2023 91.58%
March 31, 2023 91.58%
February 28, 2023 91.58%
January 31, 2023 91.58%
December 31, 2022 91.58%
November 30, 2022 91.58%
October 31, 2022 91.58%
Date Value
September 30, 2022 91.58%
August 31, 2022 91.58%
July 31, 2022 91.58%
June 30, 2022 91.58%
May 31, 2022 91.58%
April 30, 2022 91.58%
March 31, 2022 91.58%
February 28, 2022 91.58%
January 31, 2022 91.58%
December 31, 2021 91.58%
November 30, 2021 91.58%
October 31, 2021 91.58%
September 30, 2021 91.58%
August 31, 2021 91.58%
July 31, 2021 91.58%
June 30, 2021 91.58%
May 31, 2021 91.58%
April 30, 2021 91.58%
March 31, 2021 91.58%
February 28, 2021 91.58%
January 31, 2021 91.58%
December 31, 2020 91.58%
November 30, 2020 91.58%
October 31, 2020 91.58%
September 30, 2020 91.58%

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

78.48%
Minimum
Nov 2019
91.58%
Maximum
Mar 2020
90.70%
Average
91.58%
Median
Mar 2020