Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1972. Upgrade now.
Date Value
October 31, 2024 57.07%
September 30, 2024 57.07%
August 31, 2024 57.07%
July 31, 2024 57.07%
June 30, 2024 57.07%
May 31, 2024 57.07%
April 30, 2024 57.07%
March 31, 2024 57.07%
February 29, 2024 57.07%
January 31, 2024 57.07%
December 31, 2023 57.07%
November 30, 2023 57.07%
October 31, 2023 57.07%
September 30, 2023 57.07%
August 31, 2023 57.07%
July 31, 2023 57.07%
June 30, 2023 45.78%
May 31, 2023 45.78%
April 30, 2023 45.78%
March 31, 2023 45.78%
February 28, 2023 45.78%
January 31, 2023 45.78%
December 31, 2022 45.78%
November 30, 2022 45.78%
October 31, 2022 45.78%
Date Value
September 30, 2022 45.78%
August 31, 2022 45.78%
July 31, 2022 45.78%
June 30, 2022 45.78%
May 31, 2022 45.78%
April 30, 2022 45.78%
March 31, 2022 45.78%
February 28, 2022 45.78%
January 31, 2022 45.78%
December 31, 2021 45.78%
November 30, 2021 45.78%
October 31, 2021 45.78%
September 30, 2021 45.78%
August 31, 2021 45.78%
July 31, 2021 45.78%
June 30, 2021 45.78%
May 31, 2021 45.78%
April 30, 2021 45.78%
March 31, 2021 45.78%
February 28, 2021 45.78%
January 31, 2021 45.78%
December 31, 2020 45.78%
November 30, 2020 45.78%
October 31, 2020 45.78%
September 30, 2020 45.78%

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

45.78%
Minimum
May 2020
57.07%
Maximum
Jul 2023
48.94%
Average
45.78%
Median
May 2020