Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2012. Upgrade now.
Date Value
October 31, 2024 32.11%
September 30, 2024 32.11%
August 31, 2024 32.11%
July 31, 2024 32.11%
June 30, 2024 32.11%
May 31, 2024 32.11%
April 30, 2024 32.11%
March 31, 2024 32.11%
February 29, 2024 32.11%
January 31, 2024 32.11%
December 31, 2023 32.11%
November 30, 2023 32.11%
October 31, 2023 32.11%
September 30, 2023 32.11%
August 31, 2023 32.11%
July 31, 2023 32.11%
June 30, 2023 32.11%
May 31, 2023 32.11%
April 30, 2023 32.11%
March 31, 2023 32.11%
February 28, 2023 32.11%
January 31, 2023 32.11%
December 31, 2022 32.11%
November 30, 2022 32.11%
October 31, 2022 32.11%
Date Value
September 30, 2022 30.90%
August 31, 2022 30.90%
July 31, 2022 30.90%
June 30, 2022 30.90%
May 31, 2022 30.90%
April 30, 2022 30.90%
March 31, 2022 30.90%
February 28, 2022 30.90%
January 31, 2022 30.90%
December 31, 2021 30.90%
November 30, 2021 30.90%
October 31, 2021 30.90%
September 30, 2021 30.90%
August 31, 2021 30.90%
July 31, 2021 30.90%
June 30, 2021 30.90%
May 31, 2021 30.90%
April 30, 2021 30.90%
March 31, 2021 30.90%
February 28, 2021 30.90%
January 31, 2021 30.90%
December 31, 2020 30.90%
November 30, 2020 30.90%
October 31, 2020 30.90%
September 30, 2020 30.90%

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

20.05%
Minimum
Nov 2019
32.11%
Maximum
Oct 2022
30.68%
Average
30.90%
Median
Mar 2020