Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2001. Upgrade now.
Date Value
October 31, 2024 86.05%
September 30, 2024 86.05%
August 31, 2024 86.05%
July 31, 2024 86.05%
June 30, 2024 85.76%
May 31, 2024 85.76%
April 30, 2024 85.76%
March 31, 2024 85.76%
February 29, 2024 85.76%
January 31, 2024 84.08%
December 31, 2023 84.08%
November 30, 2023 84.08%
October 31, 2023 81.02%
September 30, 2023 75.71%
August 31, 2023 74.82%
July 31, 2023 74.82%
June 30, 2023 74.82%
May 31, 2023 74.82%
April 30, 2023 74.82%
March 31, 2023 74.82%
February 28, 2023 74.82%
January 31, 2023 74.82%
December 31, 2022 74.82%
November 30, 2022 74.82%
October 31, 2022 60.10%
Date Value
September 30, 2022 54.13%
August 31, 2022 44.29%
July 31, 2022 42.47%
June 30, 2022 42.47%
May 31, 2022 42.47%
April 30, 2022 41.51%
March 31, 2022 39.91%
February 28, 2022 39.91%
January 31, 2022 39.91%
December 31, 2021 39.91%
November 30, 2021 39.91%
October 31, 2021 39.91%
September 30, 2021 39.91%
August 31, 2021 39.91%
July 31, 2021 39.91%
June 30, 2021 39.91%
May 31, 2021 39.91%
April 30, 2021 39.91%
March 31, 2021 39.91%
February 28, 2021 39.91%
January 31, 2021 39.91%
December 31, 2020 39.91%
November 30, 2020 39.91%
October 31, 2020 39.91%
September 30, 2020 39.91%

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

37.04%
Minimum
Nov 2019
86.05%
Maximum
Jul 2024
56.72%
Average
41.99%
Median