Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2008. Upgrade now.
Date Value
October 31, 2024 26.54%
September 30, 2024 24.80%
August 31, 2024 24.80%
July 31, 2024 24.80%
June 30, 2024 24.80%
May 31, 2024 24.80%
April 30, 2024 24.80%
March 31, 2024 24.80%
February 29, 2024 24.80%
January 31, 2024 24.80%
December 31, 2023 24.80%
November 30, 2023 24.80%
October 31, 2023 24.80%
September 30, 2023 27.40%
August 31, 2023 27.40%
July 31, 2023 27.40%
June 30, 2023 27.40%
May 31, 2023 27.40%
April 30, 2023 27.40%
March 31, 2023 27.40%
February 28, 2023 27.40%
January 31, 2023 27.40%
December 31, 2022 27.40%
November 30, 2022 27.40%
October 31, 2022 27.40%
Date Value
September 30, 2022 27.40%
August 31, 2022 27.40%
July 31, 2022 27.40%
June 30, 2022 27.61%
May 31, 2022 27.61%
April 30, 2022 32.99%
March 31, 2022 39.19%
February 28, 2022 42.96%
January 31, 2022 42.96%
December 31, 2021 42.96%
November 30, 2021 42.96%
October 31, 2021 44.86%
September 30, 2021 44.86%
August 31, 2021 44.86%
July 31, 2021 44.86%
June 30, 2021 44.86%
May 31, 2021 44.86%
April 30, 2021 44.86%
March 31, 2021 44.86%
February 28, 2021 44.86%
January 31, 2021 44.86%
December 31, 2020 44.86%
November 30, 2020 44.86%
October 31, 2020 44.86%
September 30, 2020 44.86%

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

24.80%
Minimum
Oct 2023
44.86%
Maximum
Nov 2019
35.18%
Average
30.30%
Median

Max Drawdown (5Y) Benchmarks