Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2003. Upgrade now.
Date Value
October 31, 2024 48.76%
September 30, 2024 48.76%
August 31, 2024 48.76%
July 31, 2024 48.76%
June 30, 2024 48.76%
May 31, 2024 48.76%
April 30, 2024 48.76%
March 31, 2024 48.76%
February 29, 2024 48.76%
January 31, 2024 48.76%
December 31, 2023 48.76%
November 30, 2023 48.76%
October 31, 2023 48.76%
September 30, 2023 48.76%
August 31, 2023 48.76%
July 31, 2023 48.76%
June 30, 2023 48.76%
May 31, 2023 48.76%
April 30, 2023 48.76%
March 31, 2023 48.76%
February 28, 2023 48.76%
January 31, 2023 48.76%
December 31, 2022 48.76%
November 30, 2022 48.76%
October 31, 2022 48.76%
Date Value
September 30, 2022 48.76%
August 31, 2022 48.76%
July 31, 2022 48.76%
June 30, 2022 48.76%
May 31, 2022 48.76%
April 30, 2022 54.40%
March 31, 2022 54.40%
February 28, 2022 58.70%
January 31, 2022 58.70%
December 31, 2021 58.70%
November 30, 2021 58.70%
October 31, 2021 65.33%
September 30, 2021 68.32%
August 31, 2021 72.12%
July 31, 2021 72.12%
June 30, 2021 72.12%
May 31, 2021 72.12%
April 30, 2021 72.12%
March 31, 2021 72.12%
February 28, 2021 72.12%
January 31, 2021 72.12%
December 31, 2020 72.12%
November 30, 2020 73.19%
October 31, 2020 75.22%
September 30, 2020 75.22%

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

48.76%
Minimum
May 2022
75.22%
Maximum
Nov 2019
59.42%
Average
51.58%
Median

Max Drawdown (5Y) Benchmarks