Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 99.00%
August 31, 2024 99.00%
July 31, 2024 99.00%
June 30, 2024 99.00%
May 31, 2024 98.80%
April 30, 2024 98.40%
March 31, 2024 98.40%
Date Value
February 29, 2024 98.40%
January 31, 2024 98.40%
December 31, 2023 98.40%
November 30, 2023 98.40%
October 31, 2023 98.00%
September 30, 2023 97.60%

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.

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Max Drawdown (5Y) Range, Past 5 Years

97.60%
Minimum
Sep 2023
99.00%
Maximum
Jun 2024
98.52%
Average
98.40%
Median
Nov 2023

Max Drawdown (5Y) Benchmarks