Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 99.91%
August 31, 2024 99.86%
July 31, 2024 99.82%
June 30, 2024 99.68%
May 31, 2024 99.19%
April 30, 2024 99.19%
Date Value
March 31, 2024 99.19%
February 29, 2024 99.19%
January 31, 2024 99.19%
December 31, 2023 99.14%
November 30, 2023 99.14%
October 31, 2023 98.60%

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.

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Max Drawdown (5Y) Range, Past 5 Years

98.60%
Minimum
Oct 2023
99.91%
Maximum
Sep 2024
99.34%
Average
99.19%
Median
Jan 2024