Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2016. Upgrade now.
Date Value
September 30, 2024 27.68%
August 31, 2024 27.68%
July 31, 2024 27.68%
June 30, 2024 27.68%
May 31, 2024 27.68%
April 30, 2024 27.68%
March 31, 2024 27.68%
February 29, 2024 27.68%
January 31, 2024 27.68%
December 31, 2023 27.68%
November 30, 2023 27.68%
October 31, 2023 27.68%
September 30, 2023 27.68%
August 31, 2023 27.68%
July 31, 2023 27.68%
June 30, 2023 27.68%
May 31, 2023 27.68%
April 30, 2023 27.68%
March 31, 2023 27.68%
February 28, 2023 27.68%
January 31, 2023 27.68%
December 31, 2022 27.68%
November 30, 2022 27.68%
October 31, 2022 27.68%
September 30, 2022 27.68%
Date Value
August 31, 2022 25.16%
July 31, 2022 25.16%
June 30, 2022 25.16%
May 31, 2022 23.70%
April 30, 2022 23.70%
March 31, 2022 23.70%
February 28, 2022 23.70%
January 31, 2022 23.70%
December 31, 2021 23.70%
November 30, 2021 23.70%
October 31, 2021 23.70%
September 30, 2021 23.70%
August 31, 2021 23.70%
July 31, 2021 23.70%
June 30, 2021 23.70%
May 31, 2021 23.70%
April 30, 2021 23.70%
March 31, 2021 23.70%
February 28, 2021 23.70%
January 31, 2021 23.70%
December 31, 2020 23.70%
November 30, 2020 23.70%
October 31, 2020 23.70%
September 30, 2020 23.70%
August 31, 2020 23.70%

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

16.53%
Minimum
Nov 2019
27.68%
Maximum
Sep 2022
24.97%
Average
23.70%
Median
Mar 2020