Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2008. Upgrade now.
Date Value
October 31, 2024 46.30%
September 30, 2024 46.30%
August 31, 2024 46.30%
July 31, 2024 46.30%
June 30, 2024 46.30%
May 31, 2024 46.30%
April 30, 2024 46.30%
March 31, 2024 46.30%
February 29, 2024 46.30%
January 31, 2024 46.30%
December 31, 2023 46.30%
November 30, 2023 46.30%
October 31, 2023 46.30%
September 30, 2023 42.80%
August 31, 2023 42.80%
July 31, 2023 42.80%
June 30, 2023 42.80%
May 31, 2023 42.80%
April 30, 2023 42.80%
March 31, 2023 42.80%
February 28, 2023 42.80%
January 31, 2023 42.80%
December 31, 2022 42.80%
November 30, 2022 42.80%
October 31, 2022 42.80%
Date Value
September 30, 2022 40.13%
August 31, 2022 34.72%
July 31, 2022 34.72%
June 30, 2022 34.72%
May 31, 2022 34.72%
April 30, 2022 34.72%
March 31, 2022 34.72%
February 28, 2022 34.72%
January 31, 2022 34.72%
December 31, 2021 34.72%
November 30, 2021 34.72%
October 31, 2021 34.72%
September 30, 2021 34.72%
August 31, 2021 34.72%
July 31, 2021 34.72%
June 30, 2021 34.72%
May 31, 2021 34.72%
April 30, 2021 34.72%
March 31, 2021 34.72%
February 28, 2021 34.72%
January 31, 2021 34.72%
December 31, 2020 34.72%
November 30, 2020 34.72%
October 31, 2020 34.72%
September 30, 2020 34.72%

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

22.92%
Minimum
Nov 2019
46.30%
Maximum
Oct 2023
38.15%
Average
34.72%
Median
Mar 2020