Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2002. Upgrade now.
Date Value
October 31, 2024 94.90%
September 30, 2024 94.90%
August 31, 2024 94.90%
July 31, 2024 94.90%
June 30, 2024 94.90%
May 31, 2024 94.90%
April 30, 2024 94.90%
March 31, 2024 94.90%
February 29, 2024 94.90%
January 31, 2024 94.90%
December 31, 2023 94.90%
November 30, 2023 94.90%
October 31, 2023 94.90%
September 30, 2023 94.90%
August 31, 2023 94.90%
July 31, 2023 94.90%
June 30, 2023 94.90%
May 31, 2023 94.90%
April 30, 2023 94.90%
March 31, 2023 94.90%
February 28, 2023 94.90%
January 31, 2023 94.90%
December 31, 2022 94.90%
November 30, 2022 94.90%
October 31, 2022 94.90%
Date Value
September 30, 2022 94.90%
August 31, 2022 94.90%
July 31, 2022 94.90%
June 30, 2022 94.90%
May 31, 2022 94.90%
April 30, 2022 94.90%
March 31, 2022 94.90%
February 28, 2022 94.90%
January 31, 2022 94.90%
December 31, 2021 94.90%
November 30, 2021 94.90%
October 31, 2021 94.90%
September 30, 2021 94.90%
August 31, 2021 94.90%
July 31, 2021 94.90%
June 30, 2021 94.90%
May 31, 2021 94.90%
April 30, 2021 94.90%
March 31, 2021 94.90%
February 28, 2021 94.90%
January 31, 2021 94.90%
December 31, 2020 94.90%
November 30, 2020 94.90%
October 31, 2020 94.90%
September 30, 2020 94.90%

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

83.68%
Minimum
Nov 2019
94.90%
Maximum
Mar 2020
94.26%
Average
94.90%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks