Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1995. Upgrade now.
Date Value
October 31, 2024 93.19%
September 30, 2024 93.19%
August 31, 2024 93.19%
July 31, 2024 93.19%
June 30, 2024 93.19%
May 31, 2024 93.19%
April 30, 2024 93.19%
March 31, 2024 93.19%
February 29, 2024 93.19%
January 31, 2024 93.19%
December 31, 2023 93.19%
November 30, 2023 93.19%
October 31, 2023 93.19%
September 30, 2023 93.19%
August 31, 2023 93.19%
July 31, 2023 93.19%
June 30, 2023 93.19%
May 31, 2023 93.19%
April 30, 2023 93.19%
March 31, 2023 93.19%
February 28, 2023 93.19%
January 31, 2023 93.19%
December 31, 2022 93.19%
November 30, 2022 93.19%
October 31, 2022 93.19%
Date Value
September 30, 2022 93.19%
August 31, 2022 93.19%
July 31, 2022 93.19%
June 30, 2022 93.19%
May 31, 2022 91.95%
April 30, 2022 88.07%
March 31, 2022 85.77%
February 28, 2022 84.94%
January 31, 2022 84.94%
December 31, 2021 81.72%
November 30, 2021 81.72%
October 31, 2021 81.72%
September 30, 2021 84.78%
August 31, 2021 84.93%
July 31, 2021 84.93%
June 30, 2021 84.93%
May 31, 2021 84.93%
April 30, 2021 84.93%
March 31, 2021 84.93%
February 28, 2021 84.93%
January 31, 2021 84.93%
December 31, 2020 84.93%
November 30, 2020 84.93%
October 31, 2020 84.93%
September 30, 2020 85.22%

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

81.72%
Minimum
Oct 2021
94.67%
Maximum
Nov 2019
89.82%
Average
93.19%
Median
Jun 2022

Max Drawdown (5Y) Benchmarks