Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1994. Upgrade now.
Date Value
October 31, 2024 89.28%
September 30, 2024 89.28%
August 31, 2024 89.28%
July 31, 2024 89.28%
June 30, 2024 89.28%
May 31, 2024 89.28%
April 30, 2024 88.19%
March 31, 2024 88.19%
February 29, 2024 88.19%
January 31, 2024 88.19%
December 31, 2023 88.19%
November 30, 2023 88.19%
October 31, 2023 88.19%
September 30, 2023 88.19%
August 31, 2023 88.19%
July 31, 2023 88.19%
June 30, 2023 88.19%
May 31, 2023 88.19%
April 30, 2023 88.19%
March 31, 2023 88.19%
February 28, 2023 88.19%
January 31, 2023 88.19%
December 31, 2022 88.19%
November 30, 2022 88.19%
October 31, 2022 88.19%
Date Value
September 30, 2022 88.19%
August 31, 2022 88.19%
July 31, 2022 88.19%
June 30, 2022 88.19%
May 31, 2022 88.19%
April 30, 2022 88.19%
March 31, 2022 88.19%
February 28, 2022 88.19%
January 31, 2022 88.19%
December 31, 2021 88.19%
November 30, 2021 88.19%
October 31, 2021 88.19%
September 30, 2021 88.19%
August 31, 2021 88.19%
July 31, 2021 88.19%
June 30, 2021 88.19%
May 31, 2021 88.19%
April 30, 2021 88.19%
March 31, 2021 88.19%
February 28, 2021 88.19%
January 31, 2021 88.19%
December 31, 2020 88.19%
November 30, 2020 88.19%
October 31, 2020 88.19%
September 30, 2020 88.19%

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

54.14%
Minimum
Nov 2019
89.28%
Maximum
May 2024
86.03%
Average
88.19%
Median
Mar 2020