Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2007. Upgrade now.
Date Value
October 31, 2024 75.50%
September 30, 2024 67.47%
August 31, 2024 63.16%
July 31, 2024 54.62%
June 30, 2024 55.22%
May 31, 2024 60.35%
April 30, 2024 60.35%
March 31, 2024 60.35%
February 29, 2024 60.35%
January 31, 2024 60.35%
December 31, 2023 60.35%
November 30, 2023 62.90%
October 31, 2023 64.21%
September 30, 2023 66.45%
August 31, 2023 71.68%
July 31, 2023 71.68%
June 30, 2023 71.68%
May 31, 2023 71.68%
April 30, 2023 71.68%
March 31, 2023 71.68%
February 28, 2023 71.68%
January 31, 2023 71.68%
December 31, 2022 71.68%
November 30, 2022 71.68%
October 31, 2022 71.68%
Date Value
September 30, 2022 71.68%
August 31, 2022 71.68%
July 31, 2022 71.68%
June 30, 2022 71.68%
May 31, 2022 71.68%
April 30, 2022 71.68%
March 31, 2022 71.68%
February 28, 2022 71.68%
January 31, 2022 71.68%
December 31, 2021 71.68%
November 30, 2021 71.68%
October 31, 2021 71.68%
September 30, 2021 71.68%
August 31, 2021 71.68%
July 31, 2021 71.68%
June 30, 2021 71.68%
May 31, 2021 71.68%
April 30, 2021 71.68%
March 31, 2021 71.68%
February 28, 2021 71.68%
January 31, 2021 71.68%
December 31, 2020 71.68%
November 30, 2020 71.68%
October 31, 2020 71.68%
September 30, 2020 71.68%

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

54.62%
Minimum
Jul 2024
75.50%
Maximum
Oct 2024
69.48%
Average
71.68%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks