Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2016. Upgrade now.
Date Value
September 30, 2024 91.57%
August 31, 2024 91.57%
July 31, 2024 91.57%
June 30, 2024 91.57%
May 31, 2024 91.57%
April 30, 2024 91.57%
March 31, 2024 91.57%
February 29, 2024 91.57%
January 31, 2024 91.57%
December 31, 2023 91.57%
November 30, 2023 91.57%
October 31, 2023 91.57%
September 30, 2023 91.57%
August 31, 2023 91.57%
July 31, 2023 91.57%
June 30, 2023 91.57%
May 31, 2023 91.57%
April 30, 2023 91.57%
March 31, 2023 91.57%
February 28, 2023 91.57%
January 31, 2023 91.57%
December 31, 2022 91.57%
November 30, 2022 91.57%
October 31, 2022 91.57%
September 30, 2022 91.57%
Date Value
August 31, 2022 91.57%
July 31, 2022 91.57%
June 30, 2022 91.57%
May 31, 2022 91.57%
April 30, 2022 91.57%
March 31, 2022 91.57%
February 28, 2022 91.57%
January 31, 2022 91.57%
December 31, 2021 91.57%
November 30, 2021 91.57%
October 31, 2021 91.57%
September 30, 2021 91.57%
August 31, 2021 91.57%
July 31, 2021 91.57%
June 30, 2021 91.57%
May 31, 2021 91.57%
April 30, 2021 91.57%
March 31, 2021 91.57%
February 28, 2021 91.57%
January 31, 2021 91.57%
December 31, 2020 91.57%
November 30, 2020 91.57%
October 31, 2020 91.49%
September 30, 2020 91.16%
August 31, 2020 89.23%

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

64.14%
Minimum
Nov 2019
91.57%
Maximum
Nov 2020
89.67%
Average
91.57%
Median
Nov 2020