Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1992. Upgrade now.
Date Value
October 31, 2024 65.61%
September 30, 2024 65.61%
August 31, 2024 65.61%
July 31, 2024 65.61%
June 30, 2024 65.61%
May 31, 2024 65.61%
April 30, 2024 65.61%
March 31, 2024 65.61%
February 29, 2024 65.61%
January 31, 2024 65.61%
December 31, 2023 65.61%
November 30, 2023 65.61%
October 31, 2023 65.61%
September 30, 2023 65.61%
August 31, 2023 65.61%
July 31, 2023 65.61%
June 30, 2023 65.61%
May 31, 2023 65.61%
April 30, 2023 65.61%
March 31, 2023 65.61%
February 28, 2023 65.61%
January 31, 2023 65.61%
December 31, 2022 65.61%
November 30, 2022 63.94%
October 31, 2022 63.94%
Date Value
September 30, 2022 63.94%
August 31, 2022 63.94%
July 31, 2022 63.94%
June 30, 2022 63.94%
May 31, 2022 63.94%
April 30, 2022 63.94%
March 31, 2022 63.94%
February 28, 2022 63.94%
January 31, 2022 63.94%
December 31, 2021 63.94%
November 30, 2021 64.60%
October 31, 2021 64.60%
September 30, 2021 64.60%
August 31, 2021 64.60%
July 31, 2021 64.60%
June 30, 2021 64.60%
May 31, 2021 64.60%
April 30, 2021 64.60%
March 31, 2021 64.60%
February 28, 2021 64.60%
January 31, 2021 64.60%
December 31, 2020 64.60%
November 30, 2020 64.60%
October 31, 2020 64.60%
September 30, 2020 64.60%

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

63.94%
Minimum
Dec 2021
65.61%
Maximum
Dec 2022
64.86%
Average
64.60%
Median
Dec 2019

Max Drawdown (5Y) Benchmarks