Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1995. Upgrade now.
Date Value
September 30, 2024 50.59%
August 31, 2024 50.59%
July 31, 2024 50.59%
June 30, 2024 50.59%
May 31, 2024 50.59%
April 30, 2024 50.59%
March 31, 2024 50.59%
February 29, 2024 50.59%
January 31, 2024 50.59%
December 31, 2023 50.59%
November 30, 2023 50.59%
October 31, 2023 50.59%
September 30, 2023 50.59%
August 31, 2023 50.59%
July 31, 2023 50.59%
June 30, 2023 50.59%
May 31, 2023 50.59%
April 30, 2023 50.59%
March 31, 2023 50.59%
February 28, 2023 50.59%
January 31, 2023 50.59%
December 31, 2022 50.59%
November 30, 2022 50.59%
October 31, 2022 50.59%
September 30, 2022 50.59%
Date Value
August 31, 2022 50.59%
July 31, 2022 50.59%
June 30, 2022 50.59%
May 31, 2022 50.59%
April 30, 2022 50.59%
March 31, 2022 50.59%
February 28, 2022 50.59%
January 31, 2022 50.59%
December 31, 2021 50.59%
November 30, 2021 50.59%
October 31, 2021 50.59%
September 30, 2021 53.32%
August 31, 2021 66.52%
July 31, 2021 66.52%
June 30, 2021 66.52%
May 31, 2021 66.52%
April 30, 2021 66.52%
March 31, 2021 66.52%
February 28, 2021 66.52%
January 31, 2021 66.52%
December 31, 2020 66.83%
November 30, 2020 71.86%
October 31, 2020 77.96%
September 30, 2020 77.96%
August 31, 2020 77.96%

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

50.59%
Minimum
Oct 2021
77.96%
Maximum
Nov 2019
59.00%
Average
50.59%
Median
Oct 2021

Max Drawdown (5Y) Benchmarks