Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1992. Upgrade now.
Date Value
October 31, 2024 83.56%
September 30, 2024 83.56%
August 31, 2024 83.56%
July 31, 2024 83.56%
June 30, 2024 83.56%
May 31, 2024 83.56%
April 30, 2024 83.56%
March 31, 2024 83.56%
February 29, 2024 83.56%
January 31, 2024 83.56%
December 31, 2023 83.56%
November 30, 2023 83.56%
October 31, 2023 83.56%
September 30, 2023 83.56%
August 31, 2023 83.56%
July 31, 2023 82.00%
June 30, 2023 77.00%
May 31, 2023 75.16%
April 30, 2023 75.16%
March 31, 2023 75.16%
February 28, 2023 75.16%
January 31, 2023 75.62%
December 31, 2022 75.62%
November 30, 2022 75.62%
October 31, 2022 75.62%
Date Value
September 30, 2022 75.62%
August 31, 2022 75.62%
July 31, 2022 75.62%
June 30, 2022 75.62%
May 31, 2022 75.62%
April 30, 2022 75.62%
March 31, 2022 75.62%
February 28, 2022 75.62%
January 31, 2022 75.62%
December 31, 2021 75.62%
November 30, 2021 75.62%
October 31, 2021 75.62%
September 30, 2021 75.62%
August 31, 2021 75.62%
July 31, 2021 75.62%
June 30, 2021 75.62%
May 31, 2021 75.62%
April 30, 2021 75.62%
March 31, 2021 75.62%
February 28, 2021 75.62%
January 31, 2021 75.62%
December 31, 2020 75.62%
November 30, 2020 75.62%
October 31, 2020 75.62%
September 30, 2020 75.62%

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

75.16%
Minimum
Feb 2023
83.56%
Maximum
Aug 2023
77.71%
Average
75.62%
Median
Nov 2019