Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2005. Upgrade now.
Date Value
October 31, 2024 99.76%
September 30, 2024 99.74%
August 31, 2024 99.74%
July 31, 2024 99.64%
June 30, 2024 99.40%
May 31, 2024 99.36%
April 30, 2024 99.36%
March 31, 2024 99.36%
February 29, 2024 99.36%
January 31, 2024 99.36%
December 31, 2023 99.36%
November 30, 2023 99.09%
October 31, 2023 98.91%
September 30, 2023 98.24%
August 31, 2023 98.22%
July 31, 2023 94.54%
June 30, 2023 94.54%
May 31, 2023 94.54%
April 30, 2023 94.54%
March 31, 2023 94.54%
February 28, 2023 94.54%
January 31, 2023 94.54%
December 31, 2022 94.54%
November 30, 2022 94.54%
October 31, 2022 94.54%
Date Value
September 30, 2022 94.54%
August 31, 2022 94.54%
July 31, 2022 94.54%
June 30, 2022 94.54%
May 31, 2022 94.54%
April 30, 2022 94.54%
March 31, 2022 91.68%
February 28, 2022 89.18%
January 31, 2022 89.12%
December 31, 2021 88.95%
November 30, 2021 88.95%
October 31, 2021 88.95%
September 30, 2021 88.95%
August 31, 2021 88.95%
July 31, 2021 88.95%
June 30, 2021 88.95%
May 31, 2021 88.95%
April 30, 2021 88.95%
March 31, 2021 88.95%
February 28, 2021 88.95%
January 31, 2021 88.95%
December 31, 2020 88.95%
November 30, 2020 88.95%
October 31, 2020 88.95%
September 30, 2020 88.95%

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

88.95%
Minimum
Nov 2019
99.76%
Maximum
Oct 2024
93.07%
Average
94.54%
Median
Apr 2022