Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2001. Upgrade now.
Date Value
September 30, 2024 93.55%
August 31, 2024 93.55%
July 31, 2024 93.55%
June 30, 2024 93.55%
May 31, 2024 93.55%
April 30, 2024 93.55%
March 31, 2024 93.55%
February 29, 2024 93.55%
January 31, 2024 93.55%
December 31, 2023 93.55%
November 30, 2023 93.55%
October 31, 2023 93.55%
September 30, 2023 93.55%
August 31, 2023 93.55%
July 31, 2023 93.55%
June 30, 2023 93.55%
May 31, 2023 93.55%
April 30, 2023 93.55%
March 31, 2023 93.55%
February 28, 2023 93.55%
January 31, 2023 93.55%
December 31, 2022 93.55%
November 30, 2022 93.55%
October 31, 2022 93.55%
September 30, 2022 93.55%
Date Value
August 31, 2022 93.55%
July 31, 2022 93.55%
June 30, 2022 93.55%
May 31, 2022 90.32%
April 30, 2022 89.11%
March 31, 2022 87.10%
February 28, 2022 86.29%
January 31, 2022 84.27%
December 31, 2021 84.27%
November 30, 2021 83.64%
October 31, 2021 83.64%
September 30, 2021 83.64%
August 31, 2021 83.64%
July 31, 2021 83.64%
June 30, 2021 83.64%
May 31, 2021 83.64%
April 30, 2021 83.64%
March 31, 2021 83.64%
February 28, 2021 83.64%
January 31, 2021 83.64%
December 31, 2020 83.64%
November 30, 2020 83.64%
October 31, 2020 83.64%
September 30, 2020 83.64%
August 31, 2020 87.50%

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

83.64%
Minimum
Sep 2020
93.55%
Maximum
Jun 2022
89.52%
Average
89.11%
Median
Apr 2022