Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2010. Start Trial.
Date Value
September 30, 2026 96.88%
August 31, 2026 96.88%
July 31, 2026 96.88%
June 30, 2026 96.88%
May 31, 2026 96.88%
April 30, 2026 96.88%
March 31, 2026 96.83%
February 28, 2026 96.58%
January 31, 2026 95.13%
December 31, 2025 94.20%
November 30, 2025 93.39%
October 31, 2025 92.64%
September 30, 2025 92.64%
August 31, 2025 92.64%
July 31, 2025 92.64%
June 30, 2025 92.64%
May 31, 2025 92.64%
April 30, 2025 91.89%
March 31, 2025 91.81%
February 28, 2025 91.81%
January 31, 2025 91.81%
December 31, 2024 91.52%
November 30, 2024 90.05%
October 31, 2024 87.13%
September 30, 2024 87.13%
Date Value
August 31, 2024 87.13%
July 31, 2024 87.13%
June 30, 2024 87.13%
May 31, 2024 87.13%
April 30, 2024 87.13%
March 31, 2024 87.13%
February 29, 2024 87.13%
January 31, 2024 87.13%
December 31, 2023 87.13%
November 30, 2023 87.13%
October 31, 2023 87.13%
September 30, 2023 87.13%
August 31, 2023 87.13%
July 31, 2023 87.13%
June 30, 2023 87.13%
May 31, 2023 87.13%
April 30, 2023 83.79%
March 31, 2023 82.89%
February 28, 2023 72.45%
January 31, 2023 72.45%
December 31, 2022 71.70%
November 30, 2022 70.54%
October 31, 2022 70.54%
September 30, 2022 68.52%
August 31, 2022 62.05%

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

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks