Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1975. Upgrade now.
Date Value
October 31, 2024 61.62%
September 30, 2024 61.62%
August 31, 2024 61.62%
July 31, 2024 61.62%
June 30, 2024 61.62%
May 31, 2024 61.62%
April 30, 2024 61.62%
March 31, 2024 47.69%
February 29, 2024 47.69%
January 31, 2024 47.69%
December 31, 2023 47.69%
November 30, 2023 47.69%
October 31, 2023 47.69%
September 30, 2023 47.69%
August 31, 2023 47.69%
July 31, 2023 47.69%
June 30, 2023 47.69%
May 31, 2023 47.69%
April 30, 2023 47.69%
March 31, 2023 47.69%
February 28, 2023 47.69%
January 31, 2023 47.69%
December 31, 2022 47.69%
November 30, 2022 47.69%
October 31, 2022 47.69%
Date Value
September 30, 2022 47.69%
August 31, 2022 47.69%
July 31, 2022 47.69%
June 30, 2022 47.69%
May 31, 2022 47.69%
April 30, 2022 47.69%
March 31, 2022 47.69%
February 28, 2022 47.69%
January 31, 2022 47.69%
December 31, 2021 47.69%
November 30, 2021 47.69%
October 31, 2021 47.69%
September 30, 2021 47.69%
August 31, 2021 47.69%
July 31, 2021 47.69%
June 30, 2021 47.69%
May 31, 2021 47.69%
April 30, 2021 47.69%
March 31, 2021 47.69%
February 28, 2021 47.69%
January 31, 2021 47.69%
December 31, 2020 47.69%
November 30, 2020 47.69%
October 31, 2020 47.69%
September 30, 2020 47.69%

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

23.90%
Minimum
Nov 2019
61.62%
Maximum
Apr 2024
47.73%
Average
47.69%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks