Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2018. Upgrade now.
Date Value
September 30, 2024 99.91%
August 31, 2024 99.91%
July 31, 2024 99.91%
June 30, 2024 99.91%
May 31, 2024 99.91%
April 30, 2024 99.91%
March 31, 2024 99.91%
February 29, 2024 99.91%
January 31, 2024 99.91%
December 31, 2023 99.91%
November 30, 2023 99.91%
October 31, 2023 99.91%
September 30, 2023 99.91%
August 31, 2023 99.91%
July 31, 2023 99.91%
June 30, 2023 99.53%
May 31, 2023 99.53%
April 30, 2023 99.51%
March 31, 2023 99.51%
February 28, 2023 99.51%
January 31, 2023 99.51%
December 31, 2022 99.51%
November 30, 2022 99.29%
October 31, 2022 99.29%
September 30, 2022 99.05%
Date Value
August 31, 2022 98.10%
July 31, 2022 98.07%
June 30, 2022 98.07%
May 31, 2022 98.07%
April 30, 2022 98.07%
March 31, 2022 98.07%
February 28, 2022 98.07%
January 31, 2022 98.07%
December 31, 2021 98.07%
November 30, 2021 98.07%
October 31, 2021 98.07%
September 30, 2021 98.07%
August 31, 2021 98.07%
July 31, 2021 98.07%
June 30, 2021 98.07%
May 31, 2021 98.07%
April 30, 2021 98.07%
March 31, 2021 98.07%
February 28, 2021 98.07%
January 31, 2021 98.07%
December 31, 2020 98.07%
November 30, 2020 98.07%
October 31, 2020 98.07%
September 30, 2020 98.07%
August 31, 2020 98.07%

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

94.42%
Minimum
Nov 2019
99.91%
Maximum
Jul 2023
98.62%
Average
98.07%
Median
Mar 2020