Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1995. Upgrade now.
Date Value
October 31, 2024 75.79%
September 30, 2024 75.79%
August 31, 2024 75.79%
July 31, 2024 75.79%
June 30, 2024 75.79%
May 31, 2024 75.79%
April 30, 2024 75.79%
March 31, 2024 75.79%
February 29, 2024 75.79%
January 31, 2024 75.79%
December 31, 2023 75.79%
November 30, 2023 75.79%
October 31, 2023 75.79%
September 30, 2023 75.79%
August 31, 2023 75.79%
July 31, 2023 75.79%
June 30, 2023 75.79%
May 31, 2023 75.79%
April 30, 2023 75.79%
March 31, 2023 75.79%
February 28, 2023 75.79%
January 31, 2023 75.79%
December 31, 2022 75.79%
November 30, 2022 75.79%
October 31, 2022 75.79%
Date Value
September 30, 2022 75.79%
August 31, 2022 75.79%
July 31, 2022 75.79%
June 30, 2022 75.79%
May 31, 2022 75.79%
April 30, 2022 75.79%
March 31, 2022 75.79%
February 28, 2022 75.79%
January 31, 2022 75.79%
December 31, 2021 75.79%
November 30, 2021 75.79%
October 31, 2021 75.79%
September 30, 2021 75.79%
August 31, 2021 75.79%
July 31, 2021 75.79%
June 30, 2021 75.79%
May 31, 2021 75.79%
April 30, 2021 75.79%
March 31, 2021 75.79%
February 28, 2021 75.79%
January 31, 2021 75.79%
December 31, 2020 75.79%
November 30, 2020 75.79%
October 31, 2020 75.79%
September 30, 2020 75.79%

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

38.57%
Minimum
Nov 2019
75.79%
Maximum
Mar 2020
73.33%
Average
75.79%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks