Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2008. Upgrade now.
Date Value
September 30, 2024 49.01%
August 31, 2024 49.01%
July 31, 2024 49.01%
June 30, 2024 49.01%
May 31, 2024 49.01%
April 30, 2024 49.01%
March 31, 2024 49.01%
February 29, 2024 49.01%
January 31, 2024 49.01%
December 31, 2023 49.01%
November 30, 2023 49.01%
October 31, 2023 49.01%
September 30, 2023 49.01%
August 31, 2023 49.01%
July 31, 2023 49.01%
June 30, 2023 49.01%
May 31, 2023 49.01%
April 30, 2023 49.01%
March 31, 2023 49.01%
February 28, 2023 49.01%
January 31, 2023 49.01%
December 31, 2022 49.01%
November 30, 2022 50.86%
October 31, 2022 53.59%
September 30, 2022 60.77%
Date Value
August 31, 2022 60.77%
July 31, 2022 61.36%
June 30, 2022 61.82%
May 31, 2022 64.61%
April 30, 2022 67.69%
March 31, 2022 67.69%
February 28, 2022 67.69%
January 31, 2022 67.69%
December 31, 2021 67.69%
November 30, 2021 67.69%
October 31, 2021 69.21%
September 30, 2021 71.87%
August 31, 2021 71.87%
July 31, 2021 71.87%
June 30, 2021 71.87%
May 31, 2021 71.87%
April 30, 2021 71.87%
March 31, 2021 71.87%
February 28, 2021 71.96%
January 31, 2021 71.96%
December 31, 2020 71.96%
November 30, 2020 74.76%
October 31, 2020 77.11%
September 30, 2020 77.99%
August 31, 2020 77.99%

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

49.01%
Minimum
Dec 2022
77.99%
Maximum
Nov 2019
62.65%
Average
67.69%
Median
Nov 2021