Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1994. Upgrade now.
Date Value
August 31, 2024 99.99%
July 31, 2024 99.99%
June 30, 2024 99.99%
May 31, 2024 99.99%
April 30, 2024 99.99%
March 31, 2024 99.99%
February 29, 2024 99.99%
January 31, 2024 99.99%
December 31, 2023 99.99%
November 30, 2023 99.99%
October 31, 2023 99.99%
September 30, 2023 99.99%
August 31, 2023 99.99%
July 31, 2023 99.99%
June 30, 2023 99.99%
May 31, 2023 99.99%
April 30, 2023 99.99%
March 31, 2023 99.99%
February 28, 2023 99.99%
January 31, 2023 99.99%
December 31, 2022 99.99%
November 30, 2022 99.99%
October 31, 2022 99.99%
September 30, 2022 99.99%
August 31, 2022 99.99%
Date Value
July 31, 2022 99.99%
June 30, 2022 99.99%
May 31, 2022 99.99%
April 30, 2022 99.99%
March 31, 2022 99.99%
February 28, 2022 99.29%
January 31, 2022 99.29%
December 31, 2021 99.29%
November 30, 2021 99.29%
October 31, 2021 99.29%
September 30, 2021 99.29%
August 31, 2021 98.57%
July 31, 2021 98.57%
June 30, 2021 98.57%
May 31, 2021 98.57%
April 30, 2021 98.57%
March 31, 2021 98.57%
February 28, 2021 98.15%
January 31, 2021 94.29%
December 31, 2020 94.29%
November 30, 2020 94.29%
October 31, 2020 94.29%
September 30, 2020 94.29%
August 31, 2020 94.29%
July 31, 2020 94.29%

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

94.29%
Minimum
May 2020
99.99%
Maximum
Mar 2022
98.32%
Average
99.64%
Median

Max Drawdown (5Y) Related Metrics