Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2005. Upgrade now.
Date Value
October 31, 2024 48.43%
September 30, 2024 48.43%
August 31, 2024 48.43%
July 31, 2024 48.43%
June 30, 2024 48.43%
May 31, 2024 48.43%
April 30, 2024 49.27%
March 31, 2024 51.67%
February 29, 2024 53.17%
January 31, 2024 53.17%
December 31, 2023 53.17%
November 30, 2023 53.17%
October 31, 2023 53.17%
September 30, 2023 53.17%
August 31, 2023 53.17%
July 31, 2023 53.17%
June 30, 2023 53.17%
May 31, 2023 53.17%
April 30, 2023 53.17%
March 31, 2023 53.17%
February 28, 2023 53.17%
January 31, 2023 53.17%
December 31, 2022 53.17%
November 30, 2022 53.17%
October 31, 2022 53.17%
Date Value
September 30, 2022 53.17%
August 31, 2022 53.17%
July 31, 2022 53.17%
June 30, 2022 53.17%
May 31, 2022 53.17%
April 30, 2022 53.17%
March 31, 2022 53.17%
February 28, 2022 53.17%
January 31, 2022 53.17%
December 31, 2021 53.17%
November 30, 2021 53.17%
October 31, 2021 53.17%
September 30, 2021 53.17%
August 31, 2021 53.17%
July 31, 2021 53.17%
June 30, 2021 53.17%
May 31, 2021 53.17%
April 30, 2021 53.17%
March 31, 2021 53.17%
February 28, 2021 53.17%
January 31, 2021 53.17%
December 31, 2020 53.17%
November 30, 2020 53.17%
October 31, 2020 53.17%
September 30, 2020 53.17%

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

48.43%
Minimum
May 2024
53.17%
Maximum
Nov 2019
52.61%
Average
53.17%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks