Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2015. Upgrade now.
Date Value
October 31, 2024 92.65%
September 30, 2024 92.65%
August 31, 2024 92.65%
July 31, 2024 92.22%
June 30, 2024 89.43%
May 31, 2024 89.43%
April 30, 2024 89.43%
March 31, 2024 89.43%
February 29, 2024 89.43%
January 31, 2024 89.43%
December 31, 2023 89.43%
November 30, 2023 89.43%
October 31, 2023 89.43%
September 30, 2023 89.43%
August 31, 2023 89.43%
July 31, 2023 89.43%
June 30, 2023 89.43%
May 31, 2023 89.43%
April 30, 2023 89.43%
March 31, 2023 89.43%
February 28, 2023 88.21%
January 31, 2023 88.15%
December 31, 2022 88.15%
November 30, 2022 85.56%
October 31, 2022 85.56%
Date Value
September 30, 2022 79.10%
August 31, 2022 79.10%
July 31, 2022 79.10%
June 30, 2022 79.10%
May 31, 2022 72.60%
April 30, 2022 68.07%
March 31, 2022 68.07%
February 28, 2022 68.07%
January 31, 2022 68.07%
December 31, 2021 68.07%
November 30, 2021 68.07%
October 31, 2021 68.07%
September 30, 2021 68.07%
August 31, 2021 68.07%
July 31, 2021 68.07%
June 30, 2021 68.07%
May 31, 2021 68.07%
April 30, 2021 68.07%
March 31, 2021 68.07%
February 28, 2021 68.07%
January 31, 2021 68.07%
December 31, 2020 68.07%
November 30, 2020 68.07%
October 31, 2020 68.07%
September 30, 2020 65.83%

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

63.81%
Minimum
Nov 2019
92.65%
Maximum
Aug 2024
77.25%
Average
70.33%
Median