Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2019. Upgrade now.
Date Value
September 30, 2024 15.58%
August 31, 2024 15.58%
July 31, 2024 15.58%
June 30, 2024 15.58%
May 31, 2024 15.58%
April 30, 2024 15.58%
March 31, 2024 15.58%
February 29, 2024 15.58%
January 31, 2024 15.58%
December 31, 2023 15.58%
November 30, 2023 15.58%
October 31, 2023 15.58%
September 30, 2023 15.58%
August 31, 2023 15.58%
July 31, 2023 15.58%
June 30, 2023 15.58%
May 31, 2023 15.58%
April 30, 2023 15.58%
March 31, 2023 15.58%
February 28, 2023 15.58%
January 31, 2023 15.58%
December 31, 2022 15.58%
November 30, 2022 15.58%
October 31, 2022 15.58%
September 30, 2022 15.58%
Date Value
August 31, 2022 14.90%
July 31, 2022 14.90%
June 30, 2022 14.90%
May 31, 2022 14.90%
April 30, 2022 14.90%
March 31, 2022 14.90%
February 28, 2022 14.90%
January 31, 2022 14.90%
December 31, 2021 14.90%
November 30, 2021 14.90%
October 31, 2021 14.90%
September 30, 2021 14.90%
August 31, 2021 14.90%
July 31, 2021 14.90%
June 30, 2021 14.90%
May 31, 2021 14.90%
April 30, 2021 14.90%
March 31, 2021 14.90%
February 28, 2021 14.90%
January 31, 2021 14.90%
December 31, 2020 14.90%
November 30, 2020 14.90%
October 31, 2020 14.90%
September 30, 2020 14.90%
August 31, 2020 14.90%

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

0.59%
Minimum
Nov 2019
15.58%
Maximum
Sep 2022
14.26%
Average
14.90%
Median
Mar 2020