Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2016. Upgrade now.
Date Value
October 31, 2024 97.57%
September 30, 2024 97.57%
August 31, 2024 97.57%
July 31, 2024 97.57%
June 30, 2024 97.57%
May 31, 2024 97.57%
April 30, 2024 97.57%
March 31, 2024 97.57%
February 29, 2024 97.57%
January 31, 2024 97.57%
December 31, 2023 97.57%
November 30, 2023 97.57%
October 31, 2023 97.47%
September 30, 2023 96.75%
August 31, 2023 94.44%
July 31, 2023 92.46%
June 30, 2023 88.95%
May 31, 2023 88.95%
April 30, 2023 88.95%
March 31, 2023 88.95%
February 28, 2023 88.95%
January 31, 2023 88.95%
December 31, 2022 88.95%
November 30, 2022 88.95%
October 31, 2022 88.95%
Date Value
September 30, 2022 87.63%
August 31, 2022 87.63%
July 31, 2022 87.63%
June 30, 2022 87.63%
May 31, 2022 87.63%
April 30, 2022 87.63%
March 31, 2022 87.63%
February 28, 2022 87.63%
January 31, 2022 86.44%
December 31, 2021 81.61%
November 30, 2021 77.36%
October 31, 2021 70.49%
September 30, 2021 70.49%
August 31, 2021 70.49%
July 31, 2021 70.49%
June 30, 2021 70.49%
May 31, 2021 70.49%
April 30, 2021 70.49%
March 31, 2021 70.49%
February 28, 2021 70.49%
January 31, 2021 70.49%
December 31, 2020 70.49%
November 30, 2020 70.49%
October 31, 2020 70.49%
September 30, 2020 70.49%

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

50.20%
Minimum
Nov 2019
97.57%
Maximum
Nov 2023
81.83%
Average
87.63%
Median
Feb 2022

Max Drawdown (5Y) Benchmarks