Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1986. Upgrade now.
Date Value
October 31, 2024 37.14%
September 30, 2024 37.14%
August 31, 2024 37.14%
July 31, 2024 37.14%
June 30, 2024 37.14%
May 31, 2024 37.14%
April 30, 2024 37.14%
March 31, 2024 37.14%
February 29, 2024 37.14%
January 31, 2024 37.14%
December 31, 2023 37.14%
November 30, 2023 37.14%
October 31, 2023 37.14%
September 30, 2023 37.14%
August 31, 2023 37.14%
July 31, 2023 37.14%
June 30, 2023 37.14%
May 31, 2023 37.14%
April 30, 2023 37.14%
March 31, 2023 37.14%
February 28, 2023 37.14%
January 31, 2023 37.14%
December 31, 2022 37.14%
November 30, 2022 37.14%
October 31, 2022 33.87%
Date Value
September 30, 2022 31.67%
August 31, 2022 29.07%
July 31, 2022 29.07%
June 30, 2022 29.07%
May 31, 2022 28.04%
April 30, 2022 28.04%
March 31, 2022 28.04%
February 28, 2022 28.04%
January 31, 2022 28.04%
December 31, 2021 28.04%
November 30, 2021 28.04%
October 31, 2021 28.04%
September 30, 2021 28.04%
August 31, 2021 28.04%
July 31, 2021 28.04%
June 30, 2021 28.04%
May 31, 2021 28.04%
April 30, 2021 28.04%
March 31, 2021 28.04%
February 28, 2021 28.04%
January 31, 2021 28.04%
December 31, 2020 28.04%
November 30, 2020 28.04%
October 31, 2020 28.04%
September 30, 2020 28.04%

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

18.22%
Minimum
Nov 2019
37.14%
Maximum
Nov 2022
31.24%
Average
28.04%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks