Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1999. Upgrade now.
Date Value
October 31, 2024 39.19%
September 30, 2024 39.19%
August 31, 2024 39.19%
July 31, 2024 39.19%
June 30, 2024 39.19%
May 31, 2024 39.19%
April 30, 2024 39.19%
March 31, 2024 39.19%
February 29, 2024 39.19%
January 31, 2024 39.19%
December 31, 2023 39.19%
November 30, 2023 39.19%
October 31, 2023 39.19%
September 30, 2023 39.19%
August 31, 2023 39.19%
July 31, 2023 39.19%
June 30, 2023 39.19%
May 31, 2023 39.19%
April 30, 2023 39.19%
March 31, 2023 39.19%
February 28, 2023 39.19%
January 31, 2023 39.19%
December 31, 2022 39.19%
November 30, 2022 39.19%
October 31, 2022 39.19%
Date Value
September 30, 2022 34.04%
August 31, 2022 34.04%
July 31, 2022 34.04%
June 30, 2022 34.04%
May 31, 2022 34.04%
April 30, 2022 34.04%
March 31, 2022 34.04%
February 28, 2022 34.04%
January 31, 2022 34.04%
December 31, 2021 34.04%
November 30, 2021 34.04%
October 31, 2021 34.04%
September 30, 2021 34.04%
August 31, 2021 34.04%
July 31, 2021 34.04%
June 30, 2021 34.04%
May 31, 2021 34.04%
April 30, 2021 34.04%
March 31, 2021 34.04%
February 28, 2021 34.04%
January 31, 2021 34.04%
December 31, 2020 34.04%
November 30, 2020 34.04%
October 31, 2020 34.04%
September 30, 2020 34.04%

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

30.35%
Minimum
Nov 2019
39.19%
Maximum
Oct 2022
35.94%
Average
34.04%
Median
Mar 2020