Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2012. Upgrade now.
Date Value
October 31, 2024 94.23%
September 30, 2024 94.23%
August 31, 2024 94.23%
July 31, 2024 94.23%
June 30, 2024 94.23%
May 31, 2024 94.23%
April 30, 2024 94.23%
March 31, 2024 94.23%
February 29, 2024 94.23%
January 31, 2024 94.23%
December 31, 2023 94.23%
November 30, 2023 94.23%
October 31, 2023 94.23%
September 30, 2023 94.23%
August 31, 2023 90.38%
July 31, 2023 90.38%
June 30, 2023 90.00%
May 31, 2023 90.00%
April 30, 2023 90.00%
March 31, 2023 90.00%
February 28, 2023 92.86%
January 31, 2023 94.87%
December 31, 2022 96.77%
November 30, 2022 96.77%
October 31, 2022 98.86%
Date Value
September 30, 2022 99.65%
August 31, 2022 99.75%
July 31, 2022 99.86%
June 30, 2022 99.86%
May 31, 2022 99.86%
April 30, 2022 99.86%
March 31, 2022 99.86%
February 28, 2022 99.93%
January 31, 2022 99.93%
December 31, 2021 99.94%
November 30, 2021 99.94%
October 31, 2021 99.94%
September 30, 2021 99.94%
August 31, 2021 99.94%
July 31, 2021 99.94%
June 30, 2021 99.94%
May 31, 2021 99.94%
April 30, 2021 99.94%
March 31, 2021 99.94%
February 28, 2021 99.94%
January 31, 2021 99.94%
December 31, 2020 99.99%
November 30, 2020 99.99%
October 31, 2020 100.00%
September 30, 2020 100.00%

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

90.00%
Minimum
Mar 2023
100.00%
Maximum
Nov 2019
97.30%
Average
99.86%
Median
Mar 2022

Max Drawdown (5Y) Benchmarks