Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2003. Upgrade now.
Date Value
September 30, 2024 0.00%
August 31, 2024 0.00%
July 31, 2024 0.00%
June 30, 2024 0.00%
May 31, 2024
April 30, 2024
March 31, 2024
February 29, 2024
January 31, 2024
December 31, 2023 25.46%
November 30, 2023 25.92%
October 31, 2023 27.07%
September 30, 2023 33.99%
August 31, 2023 33.99%
July 31, 2023 33.99%
June 30, 2023 33.99%
May 31, 2023 33.99%
April 30, 2023 33.99%
March 31, 2023 33.99%
February 28, 2023 33.99%
January 31, 2023 33.99%
December 31, 2022 33.99%
November 30, 2022 33.99%
October 31, 2022 33.99%
September 30, 2022 33.99%
Date Value
August 31, 2022 33.99%
July 31, 2022 33.99%
June 30, 2022 33.99%
May 31, 2022 33.99%
April 30, 2022 33.99%
March 31, 2022 34.94%
February 28, 2022 42.50%
January 31, 2022 42.50%
December 31, 2021 42.50%
November 30, 2021 42.50%
October 31, 2021 42.50%
September 30, 2021 42.50%
August 31, 2021 42.50%
July 31, 2021 42.50%
June 30, 2021 42.50%
May 31, 2021 42.50%
April 30, 2021 42.50%
March 31, 2021 42.50%
February 28, 2021 42.50%
January 31, 2021 42.50%
December 31, 2020 42.50%
November 30, 2020 42.50%
October 31, 2020 44.36%
September 30, 2020 44.36%
August 31, 2020 44.36%

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

--
Minimum
Jun 2024
44.36%
Maximum
Nov 2019
35.88%
Average
42.50%
Median
Nov 2020

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.310