Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2012. Upgrade now.
Date Value
September 30, 2024 61.25%
August 31, 2024 61.25%
July 31, 2024 61.25%
June 30, 2024 61.25%
May 31, 2024 61.25%
April 30, 2024 61.25%
March 31, 2024 61.25%
February 29, 2024 61.25%
January 31, 2024 61.25%
December 31, 2023 61.25%
November 30, 2023 61.25%
October 31, 2023 61.25%
September 30, 2023 62.36%
August 31, 2023 62.36%
July 31, 2023 62.36%
June 30, 2023 62.36%
May 31, 2023 62.55%
April 30, 2023 62.55%
March 31, 2023 62.55%
February 28, 2023 62.55%
January 31, 2023 62.55%
December 31, 2022 62.55%
November 30, 2022 62.55%
October 31, 2022 62.55%
September 30, 2022 62.55%
Date Value
August 31, 2022 62.55%
July 31, 2022 62.55%
June 30, 2022 62.55%
May 31, 2022 62.55%
April 30, 2022 62.55%
March 31, 2022 62.55%
February 28, 2022 62.55%
January 31, 2022 62.55%
December 31, 2021 62.55%
November 30, 2021 62.55%
October 31, 2021 62.55%
September 30, 2021 62.55%
August 31, 2021 62.55%
July 31, 2021 63.21%
June 30, 2021 65.66%
May 31, 2021 73.21%
April 30, 2021 80.57%
March 31, 2021 82.08%
February 28, 2021 82.64%
January 31, 2021 84.34%
December 31, 2020 85.47%
November 30, 2020 89.43%
October 31, 2020 89.81%
September 30, 2020 89.81%
August 31, 2020 89.81%

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

61.25%
Minimum
Oct 2023
89.81%
Maximum
Nov 2019
70.25%
Average
62.55%
Median
Aug 2021

Max Drawdown (5Y) Benchmarks