Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2014. Upgrade now.
Date Value
September 30, 2024 47.37%
August 31, 2024 47.37%
July 31, 2024 52.83%
June 30, 2024 52.83%
May 31, 2024 52.83%
April 30, 2024 52.83%
March 31, 2024 52.83%
February 29, 2024 52.83%
January 31, 2024 52.83%
December 31, 2023 52.83%
November 30, 2023 52.83%
October 31, 2023 52.83%
September 30, 2023 52.83%
August 31, 2023 52.83%
July 31, 2023 52.83%
June 30, 2023 52.83%
May 31, 2023 52.83%
April 30, 2023 52.83%
March 31, 2023 52.83%
February 28, 2023 52.83%
January 31, 2023 52.83%
December 31, 2022 52.83%
November 30, 2022 52.83%
October 31, 2022 52.83%
September 30, 2022 52.83%
Date Value
August 31, 2022 52.83%
July 31, 2022 52.83%
June 30, 2022 52.83%
May 31, 2022 52.83%
April 30, 2022 52.83%
March 31, 2022 52.83%
February 28, 2022 52.83%
January 31, 2022 52.83%
December 31, 2021 52.83%
November 30, 2021 52.83%
October 31, 2021 52.83%
September 30, 2021 52.83%
August 31, 2021 52.83%
July 31, 2021 52.83%
June 30, 2021 52.83%
May 31, 2021 52.83%
April 30, 2021 52.83%
March 31, 2021 52.83%
February 28, 2021 52.83%
January 31, 2021 52.83%
December 31, 2020 52.83%
November 30, 2020 52.83%
October 31, 2020 52.83%
September 30, 2020 52.83%
August 31, 2020 52.83%

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

47.37%
Minimum
Aug 2024
52.83%
Maximum
Nov 2019
52.65%
Average
52.83%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks