Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1972. Upgrade now.
Date Value
October 31, 2024 85.59%
September 30, 2024 85.59%
August 31, 2024 85.59%
July 31, 2024 85.59%
June 30, 2024 85.59%
May 31, 2024 85.59%
April 30, 2024 85.59%
March 31, 2024 85.59%
February 29, 2024 85.59%
January 31, 2024 85.59%
December 31, 2023 85.59%
November 30, 2023 85.59%
October 31, 2023 85.59%
September 30, 2023 85.59%
August 31, 2023 85.59%
July 31, 2023 85.59%
June 30, 2023 85.59%
May 31, 2023 85.59%
April 30, 2023 85.59%
March 31, 2023 85.59%
February 28, 2023 85.59%
January 31, 2023 85.59%
December 31, 2022 85.59%
November 30, 2022 85.59%
October 31, 2022 85.59%
Date Value
September 30, 2022 85.59%
August 31, 2022 85.59%
July 31, 2022 85.59%
June 30, 2022 85.59%
May 31, 2022 85.59%
April 30, 2022 85.59%
March 31, 2022 85.59%
February 28, 2022 85.59%
January 31, 2022 85.59%
December 31, 2021 85.59%
November 30, 2021 85.59%
October 31, 2021 85.59%
September 30, 2021 85.59%
August 31, 2021 85.59%
July 31, 2021 85.59%
June 30, 2021 85.59%
May 31, 2021 85.59%
April 30, 2021 85.59%
March 31, 2021 85.59%
February 28, 2021 85.59%
January 31, 2021 85.59%
December 31, 2020 85.59%
November 30, 2020 85.59%
October 31, 2020 85.59%
September 30, 2020 85.59%

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

77.66%
Minimum
Nov 2019
85.59%
Maximum
May 2020
84.98%
Average
85.59%
Median
May 2020