Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2009. Upgrade now.
Date Value
October 31, 2024 96.32%
September 30, 2024 96.32%
August 31, 2024 96.32%
July 31, 2024 96.32%
June 30, 2024 96.32%
May 31, 2024 96.32%
April 30, 2024 96.32%
March 31, 2024 96.32%
February 29, 2024 96.32%
January 31, 2024 96.32%
December 31, 2023 96.32%
November 30, 2023 96.32%
October 31, 2023 96.32%
September 30, 2023 96.32%
August 31, 2023 96.32%
July 31, 2023 96.32%
June 30, 2023 96.32%
May 31, 2023 96.32%
April 30, 2023 96.32%
March 31, 2023 96.09%
February 28, 2023 95.17%
January 31, 2023 93.07%
December 31, 2022 92.43%
November 30, 2022 91.55%
October 31, 2022 91.55%
Date Value
September 30, 2022 91.55%
August 31, 2022 91.55%
July 31, 2022 91.55%
June 30, 2022 86.82%
May 31, 2022 86.82%
April 30, 2022 86.82%
March 31, 2022 86.82%
February 28, 2022 86.82%
January 31, 2022 86.82%
December 31, 2021 86.82%
November 30, 2021 86.82%
October 31, 2021 86.82%
September 30, 2021 86.82%
August 31, 2021 86.82%
July 31, 2021 86.82%
June 30, 2021 86.82%
May 31, 2021 86.82%
April 30, 2021 86.82%
March 31, 2021 86.82%
February 28, 2021 86.82%
January 31, 2021 88.11%
December 31, 2020 88.11%
November 30, 2020 88.11%
October 31, 2020 88.11%
September 30, 2020 88.11%

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

86.82%
Minimum
Feb 2021
96.32%
Maximum
Apr 2023
91.04%
Average
88.11%
Median
Nov 2019