Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2002. Upgrade now.
Date Value
October 31, 2024 83.83%
September 30, 2024 83.83%
August 31, 2024 83.83%
July 31, 2024 83.83%
June 30, 2024 83.83%
May 31, 2024 83.83%
April 30, 2024 83.83%
March 31, 2024 83.83%
February 29, 2024 83.83%
January 31, 2024 83.83%
December 31, 2023 83.83%
November 30, 2023 83.83%
October 31, 2023 83.83%
September 30, 2023 83.83%
August 31, 2023 83.83%
July 31, 2023 83.83%
June 30, 2023 83.83%
May 31, 2023 83.83%
April 30, 2023 83.83%
March 31, 2023 83.83%
February 28, 2023 83.83%
January 31, 2023 83.83%
December 31, 2022 83.83%
November 30, 2022 83.83%
October 31, 2022 83.83%
Date Value
September 30, 2022 83.83%
August 31, 2022 83.83%
July 31, 2022 83.83%
June 30, 2022 83.83%
May 31, 2022 83.83%
April 30, 2022 83.83%
March 31, 2022 83.83%
February 28, 2022 83.83%
January 31, 2022 84.86%
December 31, 2021 84.86%
November 30, 2021 84.86%
October 31, 2021 88.29%
September 30, 2021 88.57%
August 31, 2021 88.57%
July 31, 2021 88.57%
June 30, 2021 88.57%
May 31, 2021 88.57%
April 30, 2021 88.57%
March 31, 2021 88.57%
February 28, 2021 88.57%
January 31, 2021 88.57%
December 31, 2020 88.57%
November 30, 2020 88.57%
October 31, 2020 88.57%
September 30, 2020 88.57%

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

83.83%
Minimum
Feb 2022
88.57%
Maximum
Nov 2019
85.77%
Average
83.83%
Median
Feb 2022

Max Drawdown (5Y) Benchmarks