Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2014. Start Trial.
Date Value
September 30, 2026 100.00%
August 31, 2026 100.00%
July 31, 2026 100.00%
June 30, 2026 100.00%
May 31, 2026 100.00%
April 30, 2026 99.97%
March 31, 2026 99.97%
February 28, 2026 99.97%
January 31, 2026 99.97%
December 31, 2025 99.97%
November 30, 2025 99.97%
October 31, 2025 99.97%
September 30, 2025 99.97%
August 31, 2025 99.97%
July 31, 2025 99.97%
June 30, 2025 99.97%
May 31, 2025 99.97%
April 30, 2025 99.97%
March 31, 2025 99.93%
February 28, 2025 99.93%
January 31, 2025 99.93%
December 31, 2024 99.93%
November 30, 2024 99.81%
October 31, 2024 99.81%
September 30, 2024 99.81%
Date Value
August 31, 2024 99.81%
July 31, 2024 98.15%
June 30, 2024 96.21%
May 31, 2024 96.21%
April 30, 2024 96.21%
March 31, 2024 96.21%
February 29, 2024 96.21%
January 31, 2024 96.21%
December 31, 2023 96.21%
November 30, 2023 96.21%
October 31, 2023 96.21%
September 30, 2023 96.21%
August 31, 2023 96.21%
July 31, 2023 96.21%
June 30, 2023 96.21%
May 31, 2023 96.21%
April 30, 2023 96.21%
March 31, 2023 96.21%
February 28, 2023 96.21%
January 31, 2023 96.21%
December 31, 2022 96.21%
November 30, 2022 96.21%
October 31, 2022 96.21%
September 30, 2022 96.21%
August 31, 2022 96.21%

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

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks