Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2012. Upgrade now.
Date Value
October 31, 2024 52.72%
September 30, 2024 52.72%
August 31, 2024 52.72%
July 31, 2024 52.72%
June 30, 2024 52.72%
May 31, 2024 52.72%
April 30, 2024 52.72%
March 31, 2024 52.72%
February 29, 2024 52.72%
January 31, 2024 52.72%
December 31, 2023 52.72%
November 30, 2023 52.72%
October 31, 2023 52.72%
September 30, 2023 52.72%
August 31, 2023 52.72%
July 31, 2023 52.72%
June 30, 2023 52.72%
May 31, 2023 52.72%
April 30, 2023 52.72%
March 31, 2023 52.72%
February 28, 2023 52.72%
January 31, 2023 52.72%
December 31, 2022 52.72%
November 30, 2022 52.72%
October 31, 2022 52.72%
Date Value
September 30, 2022 52.72%
August 31, 2022 52.72%
July 31, 2022 52.72%
June 30, 2022 52.72%
May 31, 2022 52.72%
April 30, 2022 52.72%
March 31, 2022 52.72%
February 28, 2022 52.72%
January 31, 2022 52.72%
December 31, 2021 52.72%
November 30, 2021 52.72%
October 31, 2021 52.72%
September 30, 2021 52.72%
August 31, 2021 52.72%
July 31, 2021 52.72%
June 30, 2021 52.72%
May 31, 2021 52.72%
April 30, 2021 54.73%
March 31, 2021 57.87%
February 28, 2021 57.87%
January 31, 2021 59.17%
December 31, 2020 59.17%
November 30, 2020 68.05%
October 31, 2020 68.87%
September 30, 2020 68.87%

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

52.72%
Minimum
May 2021
68.87%
Maximum
Nov 2019
56.62%
Average
52.72%
Median
May 2021