Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1995. Upgrade now.
Date Value
September 30, 2024 76.93%
August 31, 2024 76.93%
July 31, 2024 76.93%
June 30, 2024 76.93%
May 31, 2024 76.93%
April 30, 2024 76.93%
March 31, 2024 76.93%
February 29, 2024 76.93%
January 31, 2024 76.93%
December 31, 2023 76.93%
November 30, 2023 76.93%
October 31, 2023 76.93%
September 30, 2023 76.93%
August 31, 2023 76.93%
July 31, 2023 76.93%
June 30, 2023 76.93%
May 31, 2023 76.93%
April 30, 2023 76.93%
March 31, 2023 76.93%
February 28, 2023 76.93%
January 31, 2023 76.93%
December 31, 2022 76.93%
November 30, 2022 76.93%
October 31, 2022 76.93%
September 30, 2022 76.93%
Date Value
August 31, 2022 76.93%
July 31, 2022 76.93%
June 30, 2022 76.93%
May 31, 2022 76.93%
April 30, 2022 76.93%
March 31, 2022 76.93%
February 28, 2022 76.93%
January 31, 2022 76.93%
December 31, 2021 76.93%
November 30, 2021 76.93%
October 31, 2021 76.93%
September 30, 2021 76.93%
August 31, 2021 76.93%
July 31, 2021 76.93%
June 30, 2021 76.93%
May 31, 2021 76.93%
April 30, 2021 76.93%
March 31, 2021 76.93%
February 28, 2021 76.93%
January 31, 2021 79.56%
December 31, 2020 79.56%
November 30, 2020 89.98%
October 31, 2020 92.16%
September 30, 2020 92.16%
August 31, 2020 92.16%

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

76.93%
Minimum
Feb 2021
92.16%
Maximum
Nov 2019
80.34%
Average
76.93%
Median
Feb 2021

Max Drawdown (5Y) Benchmarks