Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2000. Upgrade now.
Date Value
October 31, 2024 44.35%
September 30, 2024 44.35%
August 31, 2024 44.35%
July 31, 2024 44.35%
June 30, 2024 44.35%
May 31, 2024 44.35%
April 30, 2024 44.35%
March 31, 2024 44.35%
February 29, 2024 44.35%
January 31, 2024 44.35%
December 31, 2023 44.35%
November 30, 2023 44.35%
October 31, 2023 44.35%
September 30, 2023 44.35%
August 31, 2023 44.35%
July 31, 2023 44.35%
June 30, 2023 44.35%
May 31, 2023 44.35%
April 30, 2023 44.35%
March 31, 2023 44.35%
February 28, 2023 44.35%
January 31, 2023 44.35%
December 31, 2022 44.35%
November 30, 2022 44.35%
October 31, 2022 44.35%
Date Value
September 30, 2022 44.35%
August 31, 2022 44.35%
July 31, 2022 44.35%
June 30, 2022 44.35%
May 31, 2022 44.35%
April 30, 2022 44.35%
March 31, 2022 44.35%
February 28, 2022 44.35%
January 31, 2022 44.35%
December 31, 2021 44.35%
November 30, 2021 44.35%
October 31, 2021 44.35%
September 30, 2021 44.35%
August 31, 2021 44.35%
July 31, 2021 44.35%
June 30, 2021 44.35%
May 31, 2021 44.35%
April 30, 2021 44.35%
March 31, 2021 44.35%
February 28, 2021 44.35%
January 31, 2021 44.35%
December 31, 2020 44.35%
November 30, 2020 44.35%
October 31, 2020 44.35%
September 30, 2020 44.35%

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

27.30%
Minimum
Nov 2019
44.35%
Maximum
Mar 2020
43.21%
Average
44.35%
Median
Mar 2020