Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2001. Upgrade now.
Date Value
October 31, 2024 92.59%
September 30, 2024 92.59%
August 31, 2024 92.59%
July 31, 2024 91.67%
June 30, 2024 92.19%
May 31, 2024 92.19%
April 30, 2024 92.86%
March 31, 2024 92.86%
February 29, 2024 92.86%
January 31, 2024 95.00%
December 31, 2023 95.00%
November 30, 2023 95.00%
October 31, 2023 95.00%
September 30, 2023 95.00%
August 31, 2023 95.00%
July 31, 2023 95.00%
June 30, 2023 95.00%
May 31, 2023 95.00%
April 30, 2023 95.00%
March 31, 2023 95.00%
February 28, 2023 95.00%
January 31, 2023 95.00%
December 31, 2022 95.00%
November 30, 2022 95.00%
October 31, 2022 95.00%
Date Value
September 30, 2022 95.00%
August 31, 2022 95.00%
July 31, 2022 95.00%
June 30, 2022 95.00%
May 31, 2022 95.00%
April 30, 2022 95.00%
March 31, 2022 95.00%
February 28, 2022 95.00%
January 31, 2022 95.00%
December 31, 2021 95.00%
November 30, 2021 95.00%
October 31, 2021 95.00%
September 30, 2021 95.00%
August 31, 2021 95.00%
July 31, 2021 95.00%
June 30, 2021 95.00%
May 31, 2021 95.00%
April 30, 2021 95.00%
March 31, 2021 95.00%
February 28, 2021 95.00%
January 31, 2021 95.00%
December 31, 2020 95.00%
November 30, 2020 95.00%
October 31, 2020 95.00%
September 30, 2020 95.00%

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

91.67%
Minimum
Jul 2024
95.00%
Maximum
Nov 2019
94.62%
Average
95.00%
Median
Nov 2019