Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2002. Upgrade now.
Date Value
October 31, 2024 98.00%
September 30, 2024 98.60%
August 31, 2024 98.91%
July 31, 2024 98.91%
June 30, 2024 98.91%
May 31, 2024 98.91%
April 30, 2024 98.91%
March 31, 2024 98.91%
February 29, 2024 98.91%
January 31, 2024 98.91%
December 31, 2023 98.91%
November 30, 2023 98.91%
October 31, 2023 98.91%
September 30, 2023 98.91%
August 31, 2023 98.91%
July 31, 2023 98.91%
June 30, 2023 98.91%
May 31, 2023 98.91%
April 30, 2023 98.91%
March 31, 2023 98.91%
February 28, 2023 98.91%
January 31, 2023 98.91%
December 31, 2022 98.91%
November 30, 2022 98.91%
October 31, 2022 98.91%
Date Value
September 30, 2022 98.91%
August 31, 2022 98.91%
July 31, 2022 98.91%
June 30, 2022 98.91%
May 31, 2022 98.91%
April 30, 2022 98.91%
March 31, 2022 98.91%
February 28, 2022 98.91%
January 31, 2022 98.91%
December 31, 2021 98.91%
November 30, 2021 98.91%
October 31, 2021 98.91%
September 30, 2021 98.91%
August 31, 2021 98.91%
July 31, 2021 98.91%
June 30, 2021 98.91%
May 31, 2021 98.91%
April 30, 2021 98.91%
March 31, 2021 98.91%
February 28, 2021 98.91%
January 31, 2021 98.91%
December 31, 2020 98.91%
November 30, 2020 98.91%
October 31, 2020 98.91%
September 30, 2020 98.91%

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

98.00%
Minimum
Oct 2024
98.91%
Maximum
Nov 2019
98.89%
Average
98.91%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks