Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1997. Upgrade now.
Date Value
October 31, 2024 70.41%
September 30, 2024 70.41%
August 31, 2024 70.41%
July 31, 2024 70.41%
June 30, 2024 70.41%
May 31, 2024 70.41%
April 30, 2024 70.41%
March 31, 2024 70.41%
February 29, 2024 70.41%
January 31, 2024 70.41%
December 31, 2023 70.41%
November 30, 2023 70.41%
October 31, 2023 70.41%
September 30, 2023 70.41%
August 31, 2023 70.41%
July 31, 2023 70.41%
June 30, 2023 70.41%
May 31, 2023 70.41%
April 30, 2023 70.41%
March 31, 2023 70.41%
February 28, 2023 70.41%
January 31, 2023 70.41%
December 31, 2022 70.41%
November 30, 2022 70.41%
October 31, 2022 70.41%
Date Value
September 30, 2022 70.41%
August 31, 2022 70.41%
July 31, 2022 70.41%
June 30, 2022 70.41%
May 31, 2022 70.41%
April 30, 2022 70.41%
March 31, 2022 70.41%
February 28, 2022 70.41%
January 31, 2022 70.41%
December 31, 2021 70.41%
November 30, 2021 70.41%
October 31, 2021 70.41%
September 30, 2021 70.41%
August 31, 2021 70.41%
July 31, 2021 70.41%
June 30, 2021 70.41%
May 31, 2021 70.41%
April 30, 2021 70.41%
March 31, 2021 70.41%
February 28, 2021 70.41%
January 31, 2021 70.41%
December 31, 2020 70.41%
November 30, 2020 70.41%
October 31, 2020 70.41%
September 30, 2020 70.41%

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

61.33%
Minimum
Nov 2019
70.41%
Maximum
Apr 2020
69.79%
Average
70.41%
Median
Apr 2020