Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1994. Upgrade now.
Date Value
October 31, 2024 58.98%
September 30, 2024 58.98%
August 31, 2024 58.98%
July 31, 2024 58.98%
June 30, 2024 58.98%
May 31, 2024 58.98%
April 30, 2024 58.98%
March 31, 2024 58.98%
February 29, 2024 58.98%
January 31, 2024 58.98%
December 31, 2023 58.98%
November 30, 2023 58.98%
October 31, 2023 58.98%
September 30, 2023 55.73%
August 31, 2023 55.73%
July 31, 2023 55.73%
June 30, 2023 55.73%
May 31, 2023 55.73%
April 30, 2023 55.73%
March 31, 2023 55.73%
February 28, 2023 46.68%
January 31, 2023 46.68%
December 31, 2022 46.68%
November 30, 2022 46.68%
October 31, 2022 46.68%
Date Value
September 30, 2022 46.45%
August 31, 2022 46.45%
July 31, 2022 46.45%
June 30, 2022 46.45%
May 31, 2022 46.45%
April 30, 2022 46.45%
March 31, 2022 46.45%
February 28, 2022 46.45%
January 31, 2022 46.45%
December 31, 2021 46.45%
November 30, 2021 46.45%
October 31, 2021 46.45%
September 30, 2021 46.45%
August 31, 2021 46.45%
July 31, 2021 46.45%
June 30, 2021 46.45%
May 31, 2021 46.45%
April 30, 2021 46.45%
March 31, 2021 46.45%
February 28, 2021 46.45%
January 31, 2021 46.45%
December 31, 2020 46.45%
November 30, 2020 46.45%
October 31, 2020 46.45%
September 30, 2020 46.45%

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

26.43%
Minimum
Nov 2019
58.98%
Maximum
Oct 2023
48.93%
Average
46.45%
Median
Mar 2020