Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1995. Upgrade now.
Date Value
September 30, 2024 56.24%
August 31, 2024 56.24%
July 31, 2024 56.24%
June 30, 2024 56.24%
May 31, 2024 56.24%
April 30, 2024 56.24%
March 31, 2024 56.24%
February 29, 2024 56.24%
January 31, 2024 56.24%
December 31, 2023 56.24%
November 30, 2023 56.24%
October 31, 2023 56.24%
September 30, 2023 56.24%
August 31, 2023 56.24%
July 31, 2023 56.24%
June 30, 2023 56.24%
May 31, 2023 56.24%
April 30, 2023 56.24%
March 31, 2023 56.24%
February 28, 2023 56.24%
January 31, 2023 56.24%
December 31, 2022 56.24%
November 30, 2022 56.24%
October 31, 2022 56.24%
September 30, 2022 56.24%
Date Value
August 31, 2022 56.24%
July 31, 2022 56.24%
June 30, 2022 56.24%
May 31, 2022 56.24%
April 30, 2022 56.24%
March 31, 2022 56.24%
February 28, 2022 56.24%
January 31, 2022 56.24%
December 31, 2021 56.24%
November 30, 2021 56.24%
October 31, 2021 56.24%
September 30, 2021 56.24%
August 31, 2021 56.24%
July 31, 2021 56.24%
June 30, 2021 56.24%
May 31, 2021 56.24%
April 30, 2021 56.24%
March 31, 2021 56.24%
February 28, 2021 56.24%
January 31, 2021 56.24%
December 31, 2020 56.24%
November 30, 2020 56.24%
October 31, 2020 56.24%
September 30, 2020 56.24%
August 31, 2020 56.24%

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

28.18%
Minimum
Nov 2019
56.24%
Maximum
May 2020
54.03%
Average
56.24%
Median
May 2020

Max Drawdown (5Y) Benchmarks