Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1984. Upgrade now.
Date Value
October 31, 2024 89.01%
September 30, 2024 89.01%
August 31, 2024 89.01%
July 31, 2024 89.01%
June 30, 2024 89.01%
May 31, 2024 89.01%
April 30, 2024 89.01%
March 31, 2024 89.01%
February 29, 2024 89.01%
January 31, 2024 89.01%
December 31, 2023 89.01%
November 30, 2023 89.01%
October 31, 2023 89.01%
September 30, 2023 89.01%
August 31, 2023 89.01%
July 31, 2023 89.01%
June 30, 2023 89.01%
May 31, 2023 89.01%
April 30, 2023 89.01%
March 31, 2023 89.01%
February 28, 2023 89.01%
January 31, 2023 89.01%
December 31, 2022 89.01%
November 30, 2022 89.01%
October 31, 2022 89.01%
Date Value
September 30, 2022 89.01%
August 31, 2022 89.01%
July 31, 2022 89.01%
June 30, 2022 89.01%
May 31, 2022 89.01%
April 30, 2022 89.01%
March 31, 2022 89.01%
February 28, 2022 89.01%
January 31, 2022 89.01%
December 31, 2021 89.01%
November 30, 2021 89.01%
October 31, 2021 89.01%
September 30, 2021 89.01%
August 31, 2021 89.01%
July 31, 2021 89.01%
June 30, 2021 89.01%
May 31, 2021 89.01%
April 30, 2021 89.01%
March 31, 2021 89.01%
February 28, 2021 89.01%
January 31, 2021 89.01%
December 31, 2020 89.01%
November 30, 2020 89.01%
October 31, 2020 89.01%
September 30, 2020 89.01%

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

67.04%
Minimum
Nov 2019
89.01%
Maximum
Mar 2020
87.70%
Average
89.01%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks