Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2019. Upgrade now.
Date Value
October 31, 2024 82.58%
September 30, 2024 82.58%
August 31, 2024 82.58%
July 31, 2024 82.58%
June 30, 2024 82.58%
May 31, 2024 82.58%
April 30, 2024 82.58%
March 31, 2024 82.58%
February 29, 2024 82.58%
January 31, 2024 82.58%
December 31, 2023 82.58%
November 30, 2023 82.58%
October 31, 2023 82.58%
September 30, 2023 82.58%
August 31, 2023 82.58%
July 31, 2023 82.58%
June 30, 2023 82.58%
May 31, 2023 82.58%
April 30, 2023 82.58%
March 31, 2023 82.58%
February 28, 2023 82.58%
January 31, 2023 82.58%
December 31, 2022 82.58%
November 30, 2022 82.58%
October 31, 2022 81.73%
Date Value
September 30, 2022 81.73%
August 31, 2022 81.73%
July 31, 2022 81.73%
June 30, 2022 81.73%
May 31, 2022 76.75%
April 30, 2022 63.14%
March 31, 2022 63.14%
February 28, 2022 63.14%
January 31, 2022 63.14%
December 31, 2021 39.47%
November 30, 2021 33.91%
October 31, 2021 33.91%
September 30, 2021 33.91%
August 31, 2021 33.91%
July 31, 2021 33.91%
June 30, 2021 33.91%
May 31, 2021 33.91%
April 30, 2021 33.91%
March 31, 2021 33.91%
February 28, 2021 31.82%
January 31, 2021 31.82%
December 31, 2020 31.82%
November 30, 2020 31.82%
October 31, 2020 31.82%
September 30, 2020 31.82%

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

30.25%
Minimum
Nov 2019
82.58%
Maximum
Nov 2022
59.46%
Average
69.95%
Median

Max Drawdown (5Y) Benchmarks