Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2005. Upgrade now.
Date Value
September 30, 2024 99.99%
August 31, 2024 99.99%
July 31, 2024 99.99%
June 30, 2024 99.99%
May 31, 2024 99.99%
April 30, 2024 99.99%
March 31, 2024 99.99%
February 29, 2024 99.99%
January 31, 2024 99.99%
December 31, 2023 99.90%
November 30, 2023 99.90%
October 31, 2023 99.90%
September 30, 2023 99.90%
August 31, 2023 99.90%
July 31, 2023 99.90%
June 30, 2023 99.90%
May 31, 2023 99.90%
April 30, 2023 99.90%
March 31, 2023 99.90%
February 28, 2023 99.90%
January 31, 2023 99.90%
December 31, 2022 99.90%
November 30, 2022 99.90%
October 31, 2022 99.90%
September 30, 2022 99.90%
Date Value
August 31, 2022 99.90%
July 31, 2022 99.90%
June 30, 2022 99.90%
May 31, 2022 99.90%
April 30, 2022 99.90%
March 31, 2022 99.90%
February 28, 2022 99.90%
January 31, 2022 99.90%
December 31, 2021 99.90%
November 30, 2021 99.90%
October 31, 2021 99.90%
September 30, 2021 99.90%
August 31, 2021 99.90%
July 31, 2021 99.90%
June 30, 2021 99.90%
May 31, 2021 99.90%
April 30, 2021 99.90%
March 31, 2021 99.90%
February 28, 2021 99.90%
January 31, 2021 99.90%
December 31, 2020 99.90%
November 30, 2020 99.90%
October 31, 2020 99.90%
September 30, 2020 99.90%
August 31, 2020 99.90%

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

99.90%
Minimum
Jan 2020
99.99%
Maximum
Jan 2024
99.92%
Average
99.90%
Median
Jan 2020

Max Drawdown (5Y) Benchmarks