Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2016. Upgrade now.
Date Value
October 31, 2024 97.03%
September 30, 2024 97.03%
August 31, 2024 97.03%
July 31, 2024 97.03%
June 30, 2024 97.03%
May 31, 2024 97.03%
April 30, 2024 97.03%
March 31, 2024 97.03%
February 29, 2024 97.03%
January 31, 2024 97.03%
December 31, 2023 97.03%
November 30, 2023 97.03%
October 31, 2023 97.03%
September 30, 2023 97.03%
August 31, 2023 97.03%
July 31, 2023 97.03%
June 30, 2023 97.03%
May 31, 2023 97.03%
April 30, 2023 97.03%
March 31, 2023 97.03%
February 28, 2023 97.03%
January 31, 2023 97.03%
December 31, 2022 97.03%
November 30, 2022 97.03%
October 31, 2022 97.03%
Date Value
September 30, 2022 97.03%
August 31, 2022 97.03%
July 31, 2022 97.03%
June 30, 2022 97.03%
May 31, 2022 97.03%
April 30, 2022 97.03%
March 31, 2022 97.03%
February 28, 2022 97.03%
January 31, 2022 97.03%
December 31, 2021 97.03%
November 30, 2021 97.03%
October 31, 2021 97.03%
September 30, 2021 97.03%
August 31, 2021 97.03%
July 31, 2021 97.03%
June 30, 2021 97.03%
May 31, 2021 97.03%
April 30, 2021 97.03%
March 31, 2021 97.03%
February 28, 2021 97.03%
January 31, 2021 97.03%
December 31, 2020 97.03%
November 30, 2020 97.03%
October 31, 2020 97.03%
September 30, 2020 97.03%

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

87.58%
Minimum
Nov 2019
97.03%
Maximum
Apr 2020
96.52%
Average
97.03%
Median
Apr 2020

Max Drawdown (5Y) Benchmarks