Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1980. Upgrade now.
Date Value
October 31, 2024 98.42%
September 30, 2024 98.42%
August 31, 2024 98.42%
July 31, 2024 98.42%
June 30, 2024 98.42%
May 31, 2024 98.42%
April 30, 2024 98.42%
March 31, 2024 98.42%
February 29, 2024 98.42%
January 31, 2024 98.42%
December 31, 2023 98.42%
November 30, 2023 98.42%
October 31, 2023 98.42%
September 30, 2023 98.42%
August 31, 2023 98.42%
July 31, 2023 98.42%
June 30, 2023 98.42%
May 31, 2023 98.42%
April 30, 2023 98.30%
March 31, 2023 98.30%
February 28, 2023 98.30%
January 31, 2023 98.30%
December 31, 2022 98.30%
November 30, 2022 98.30%
October 31, 2022 98.30%
Date Value
September 30, 2022 98.30%
August 31, 2022 98.30%
July 31, 2022 98.30%
June 30, 2022 98.30%
May 31, 2022 98.30%
April 30, 2022 98.30%
March 31, 2022 98.30%
February 28, 2022 98.30%
January 31, 2022 98.30%
December 31, 2021 97.27%
November 30, 2021 96.56%
October 31, 2021 93.83%
September 30, 2021 92.33%
August 31, 2021 91.76%
July 31, 2021 91.76%
June 30, 2021 91.76%
May 31, 2021 91.76%
April 30, 2021 91.76%
March 31, 2021 91.76%
February 28, 2021 91.76%
January 31, 2021 91.76%
December 31, 2020 91.76%
November 30, 2020 91.76%
October 31, 2020 91.76%
September 30, 2020 91.76%

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

77.53%
Minimum
Nov 2019
98.42%
Maximum
May 2023
94.64%
Average
98.30%
Median
Jan 2022

Max Drawdown (5Y) Benchmarks