Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2008. Upgrade now.
Date Value
October 31, 2024 52.39%
September 30, 2024 52.39%
August 31, 2024 52.39%
July 31, 2024 52.39%
June 30, 2024 52.39%
May 31, 2024 52.39%
April 30, 2024 52.39%
March 31, 2024 52.39%
February 29, 2024 52.39%
January 31, 2024 52.39%
December 31, 2023 52.39%
November 30, 2023 52.39%
October 31, 2023 52.39%
September 30, 2023 52.39%
August 31, 2023 52.39%
July 31, 2023 52.39%
June 30, 2023 52.39%
May 31, 2023 52.39%
April 30, 2023 52.39%
March 31, 2023 52.39%
February 28, 2023 52.39%
January 31, 2023 52.39%
December 31, 2022 52.39%
November 30, 2022 52.39%
October 31, 2022 52.39%
Date Value
September 30, 2022 52.39%
August 31, 2022 51.73%
July 31, 2022 51.73%
June 30, 2022 51.73%
May 31, 2022 51.73%
April 30, 2022 51.73%
March 31, 2022 51.73%
February 28, 2022 51.73%
January 31, 2022 51.73%
December 31, 2021 51.73%
November 30, 2021 51.73%
October 31, 2021 51.73%
September 30, 2021 51.73%
August 31, 2021 51.73%
July 31, 2021 51.73%
June 30, 2021 51.73%
May 31, 2021 51.73%
April 30, 2021 51.73%
March 31, 2021 51.73%
February 28, 2021 51.73%
January 31, 2021 51.73%
December 31, 2020 51.73%
November 30, 2020 51.73%
October 31, 2020 51.73%
September 30, 2020 51.73%

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

45.58%
Minimum
Nov 2019
52.39%
Maximum
Sep 2022
51.59%
Average
51.73%
Median
May 2020

Max Drawdown (5Y) Benchmarks