Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2016. Upgrade now.
Date Value
September 30, 2024 99.88%
August 31, 2024 99.88%
July 31, 2024 99.88%
June 30, 2024 98.75%
May 31, 2024 98.75%
April 30, 2024 98.75%
March 31, 2024 98.75%
February 29, 2024 98.75%
January 31, 2024 98.75%
December 31, 2023 98.75%
November 30, 2023 98.75%
October 31, 2023 98.75%
September 30, 2023 99.25%
August 31, 2023 99.25%
July 31, 2023 99.25%
June 30, 2023 99.25%
May 31, 2023 99.25%
April 30, 2023 99.47%
March 31, 2023 99.47%
February 28, 2023 99.47%
January 31, 2023 99.47%
December 31, 2022 99.47%
November 30, 2022 99.47%
October 31, 2022 99.47%
September 30, 2022 99.47%
Date Value
August 31, 2022 99.47%
July 31, 2022 99.47%
June 30, 2022 99.47%
May 31, 2022 99.47%
April 30, 2022 99.47%
March 31, 2022 99.47%
February 28, 2022 99.47%
January 31, 2022 99.47%
December 31, 2021 99.47%
November 30, 2021 99.47%
October 31, 2021 99.47%
September 30, 2021 99.47%
August 31, 2021 99.47%
July 31, 2021 99.47%
June 30, 2021 99.47%
May 31, 2021 99.47%
April 30, 2021 99.47%
March 31, 2021 99.47%
February 28, 2021 99.47%
January 31, 2021 99.47%
December 31, 2020 99.47%
November 30, 2020 99.47%
October 31, 2020 99.47%
September 30, 2020 99.47%
August 31, 2020 99.47%

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

98.75%
Minimum
Oct 2023
99.88%
Maximum
Jul 2024
99.36%
Average
99.47%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks