Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1993. Upgrade now.
Date Value
October 31, 2024 74.44%
September 30, 2024 74.44%
August 31, 2024 74.44%
July 31, 2024 74.44%
June 30, 2024 74.44%
May 31, 2024 74.44%
April 30, 2024 74.44%
March 31, 2024 74.44%
February 29, 2024 74.44%
January 31, 2024 74.44%
December 31, 2023 74.44%
November 30, 2023 74.44%
October 31, 2023 74.44%
September 30, 2023 74.44%
August 31, 2023 74.44%
July 31, 2023 74.44%
June 30, 2023 74.44%
May 31, 2023 74.44%
April 30, 2023 74.44%
March 31, 2023 74.44%
February 28, 2023 74.44%
January 31, 2023 74.44%
December 31, 2022 74.44%
November 30, 2022 74.35%
October 31, 2022 74.35%
Date Value
September 30, 2022 74.35%
August 31, 2022 77.16%
July 31, 2022 77.16%
June 30, 2022 77.16%
May 31, 2022 77.16%
April 30, 2022 77.16%
March 31, 2022 77.16%
February 28, 2022 77.27%
January 31, 2022 77.27%
December 31, 2021 77.27%
November 30, 2021 77.27%
October 31, 2021 77.27%
September 30, 2021 77.27%
August 31, 2021 77.27%
July 31, 2021 77.27%
June 30, 2021 77.27%
May 31, 2021 77.27%
April 30, 2021 77.27%
March 31, 2021 77.27%
February 28, 2021 77.27%
January 31, 2021 77.27%
December 31, 2020 77.27%
November 30, 2020 77.27%
October 31, 2020 77.27%
September 30, 2020 77.27%

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

74.35%
Minimum
Sep 2022
77.27%
Maximum
Nov 2019
76.03%
Average
77.16%
Median
Mar 2022

Max Drawdown (5Y) Benchmarks