Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2011. Upgrade now.
Date Value
September 30, 2024 71.33%
August 31, 2024 71.33%
July 31, 2024 71.33%
June 30, 2024 71.33%
May 31, 2024 71.33%
April 30, 2024 71.33%
March 31, 2024 71.33%
February 29, 2024 71.33%
January 31, 2024 71.33%
December 31, 2023 71.33%
November 30, 2023 71.33%
October 31, 2023 71.33%
September 30, 2023 71.33%
August 31, 2023 71.33%
July 31, 2023 71.33%
June 30, 2023 71.33%
May 31, 2023 71.33%
April 30, 2023 71.33%
March 31, 2023 71.33%
February 28, 2023 71.33%
January 31, 2023 71.33%
December 31, 2022 71.33%
November 30, 2022 71.33%
October 31, 2022 71.33%
September 30, 2022 71.33%
Date Value
August 31, 2022 71.33%
July 31, 2022 71.33%
June 30, 2022 71.33%
May 31, 2022 71.33%
April 30, 2022 71.33%
March 31, 2022 71.33%
February 28, 2022 71.33%
January 31, 2022 71.33%
December 31, 2021 71.33%
November 30, 2021 71.33%
October 31, 2021 71.33%
September 30, 2021 71.33%
August 31, 2021 71.33%
July 31, 2021 71.33%
June 30, 2021 71.33%
May 31, 2021 71.33%
April 30, 2021 71.33%
March 31, 2021 71.33%
February 28, 2021 71.33%
January 31, 2021 71.33%
December 31, 2020 71.33%
November 30, 2020 71.33%
October 31, 2020 71.33%
September 30, 2020 71.33%
August 31, 2020 71.33%

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

41.09%
Minimum
Nov 2019
71.33%
Maximum
Mar 2020
69.28%
Average
71.33%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks