Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1976. Upgrade now.
Date Value
October 31, 2024 56.25%
September 30, 2024 56.25%
August 31, 2024 56.25%
July 31, 2024 56.25%
June 30, 2024 56.25%
May 31, 2024 56.25%
April 30, 2024 56.25%
March 31, 2024 56.25%
February 29, 2024 56.25%
January 31, 2024 56.25%
December 31, 2023 56.25%
November 30, 2023 56.25%
October 31, 2023 56.25%
September 30, 2023 56.25%
August 31, 2023 56.25%
July 31, 2023 60.29%
June 30, 2023 62.89%
May 31, 2023 62.89%
April 30, 2023 62.89%
March 31, 2023 62.89%
February 28, 2023 62.89%
January 31, 2023 62.89%
December 31, 2022 62.89%
November 30, 2022 62.89%
October 31, 2022 62.89%
Date Value
September 30, 2022 62.89%
August 31, 2022 62.89%
July 31, 2022 62.89%
June 30, 2022 62.89%
May 31, 2022 63.00%
April 30, 2022 69.29%
March 31, 2022 69.29%
February 28, 2022 72.41%
January 31, 2022 72.41%
December 31, 2021 73.93%
November 30, 2021 74.14%
October 31, 2021 74.14%
September 30, 2021 79.31%
August 31, 2021 79.31%
July 31, 2021 79.31%
June 30, 2021 79.31%
May 31, 2021 79.31%
April 30, 2021 79.31%
March 31, 2021 79.31%
February 28, 2021 79.31%
January 31, 2021 79.31%
December 31, 2020 79.31%
November 30, 2020 79.31%
October 31, 2020 80.70%
September 30, 2020 83.40%

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

56.25%
Minimum
Aug 2023
85.96%
Maximum
Nov 2019
69.77%
Average
66.14%
Median

Max Drawdown (5Y) Benchmarks