Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1995. Upgrade now.
Date Value
October 31, 2024 92.57%
September 30, 2024 92.57%
August 31, 2024 92.57%
July 31, 2024 92.57%
June 30, 2024 92.57%
May 31, 2024 92.57%
April 30, 2024 92.57%
March 31, 2024 92.57%
February 29, 2024 92.57%
January 31, 2024 92.57%
December 31, 2023 92.57%
November 30, 2023 92.57%
October 31, 2023 92.57%
September 30, 2023 92.57%
August 31, 2023 92.57%
July 31, 2023 92.57%
June 30, 2023 92.57%
May 31, 2023 92.57%
April 30, 2023 92.57%
March 31, 2023 92.57%
February 28, 2023 92.57%
January 31, 2023 92.57%
December 31, 2022 92.57%
November 30, 2022 92.57%
October 31, 2022 92.57%
Date Value
September 30, 2022 92.57%
August 31, 2022 92.57%
July 31, 2022 92.95%
June 30, 2022 92.95%
May 31, 2022 92.95%
April 30, 2022 93.98%
March 31, 2022 96.29%
February 28, 2022 96.36%
January 31, 2022 96.36%
December 31, 2021 96.36%
November 30, 2021 96.36%
October 31, 2021 96.36%
September 30, 2021 96.36%
August 31, 2021 96.36%
July 31, 2021 96.36%
June 30, 2021 96.36%
May 31, 2021 96.36%
April 30, 2021 96.36%
March 31, 2021 96.36%
February 28, 2021 96.36%
January 31, 2021 96.36%
December 31, 2020 96.36%
November 30, 2020 96.36%
October 31, 2020 96.36%
September 30, 2020 96.36%

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

92.57%
Minimum
Aug 2022
96.36%
Maximum
Nov 2019
94.45%
Average
93.46%
Median

Max Drawdown (5Y) Benchmarks