Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2007. Upgrade now.
Date Value
October 31, 2024 73.52%
September 30, 2024 73.52%
August 31, 2024 73.52%
July 31, 2024 73.52%
June 30, 2024 73.52%
May 31, 2024 73.52%
April 30, 2024 73.52%
March 31, 2024 73.52%
February 29, 2024 73.52%
January 31, 2024 73.52%
December 31, 2023 73.52%
November 30, 2023 73.52%
October 31, 2023 73.52%
September 30, 2023 73.52%
August 31, 2023 73.52%
July 31, 2023 73.52%
June 30, 2023 73.52%
May 31, 2023 73.52%
April 30, 2023 73.52%
March 31, 2023 73.52%
February 28, 2023 73.52%
January 31, 2023 73.52%
December 31, 2022 73.52%
November 30, 2022 73.52%
October 31, 2022 73.52%
Date Value
September 30, 2022 73.52%
August 31, 2022 73.52%
July 31, 2022 73.52%
June 30, 2022 73.52%
May 31, 2022 73.52%
April 30, 2022 73.52%
March 31, 2022 73.52%
February 28, 2022 73.52%
January 31, 2022 73.52%
December 31, 2021 73.52%
November 30, 2021 73.52%
October 31, 2021 73.52%
September 30, 2021 73.52%
August 31, 2021 73.52%
July 31, 2021 73.52%
June 30, 2021 73.52%
May 31, 2021 79.47%
April 30, 2021 81.63%
March 31, 2021 81.63%
February 28, 2021 81.63%
January 31, 2021 81.63%
December 31, 2020 81.63%
November 30, 2020 81.63%
October 31, 2020 81.63%
September 30, 2020 81.63%

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

73.52%
Minimum
Jun 2021
81.63%
Maximum
Nov 2019
76.05%
Average
73.52%
Median
Jun 2021

Max Drawdown (5Y) Benchmarks