Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1973. Upgrade now.
Date Value
October 31, 2024 42.32%
September 30, 2024 42.32%
August 31, 2024 42.32%
July 31, 2024 42.32%
June 30, 2024 42.32%
May 31, 2024 42.32%
April 30, 2024 42.32%
March 31, 2024 42.32%
February 29, 2024 42.32%
January 31, 2024 42.32%
December 31, 2023 42.32%
November 30, 2023 42.32%
October 31, 2023 40.82%
September 30, 2023 40.82%
August 31, 2023 40.82%
July 31, 2023 40.82%
June 30, 2023 40.82%
May 31, 2023 40.82%
April 30, 2023 40.82%
March 31, 2023 40.82%
February 28, 2023 40.82%
January 31, 2023 40.82%
December 31, 2022 40.82%
November 30, 2022 40.82%
October 31, 2022 40.82%
Date Value
September 30, 2022 40.82%
August 31, 2022 40.82%
July 31, 2022 40.82%
June 30, 2022 40.82%
May 31, 2022 40.82%
April 30, 2022 40.82%
March 31, 2022 40.82%
February 28, 2022 40.82%
January 31, 2022 40.82%
December 31, 2021 40.82%
November 30, 2021 40.82%
October 31, 2021 40.82%
September 30, 2021 40.82%
August 31, 2021 40.82%
July 31, 2021 40.82%
June 30, 2021 40.82%
May 31, 2021 40.82%
April 30, 2021 40.82%
March 31, 2021 40.82%
February 28, 2021 40.82%
January 31, 2021 40.82%
December 31, 2020 40.82%
November 30, 2020 40.82%
October 31, 2020 40.82%
September 30, 2020 40.82%

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

39.49%
Minimum
Nov 2019
42.32%
Maximum
Nov 2023
41.03%
Average
40.82%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks