Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1997. Upgrade now.
Date Value
October 31, 2024 56.14%
September 30, 2024 56.14%
August 31, 2024 56.14%
July 31, 2024 56.14%
June 30, 2024 56.14%
May 31, 2024 56.14%
April 30, 2024 56.14%
March 31, 2024 56.14%
February 29, 2024 56.14%
January 31, 2024 56.14%
December 31, 2023 56.14%
November 30, 2023 56.14%
October 31, 2023 56.14%
September 30, 2023 56.14%
August 31, 2023 56.14%
July 31, 2023 56.14%
June 30, 2023 56.14%
May 31, 2023 56.14%
April 30, 2023 56.14%
March 31, 2023 56.14%
February 28, 2023 56.14%
January 31, 2023 56.14%
December 31, 2022 56.14%
November 30, 2022 56.14%
October 31, 2022 51.44%
Date Value
September 30, 2022 51.44%
August 31, 2022 51.44%
July 31, 2022 51.44%
June 30, 2022 51.44%
May 31, 2022 51.44%
April 30, 2022 43.98%
March 31, 2022 38.67%
February 28, 2022 38.67%
January 31, 2022 38.67%
December 31, 2021 38.67%
November 30, 2021 38.67%
October 31, 2021 38.67%
September 30, 2021 38.67%
August 31, 2021 38.67%
July 31, 2021 38.67%
June 30, 2021 38.67%
May 31, 2021 38.67%
April 30, 2021 38.67%
March 31, 2021 38.67%
February 28, 2021 38.67%
January 31, 2021 38.67%
December 31, 2020 38.67%
November 30, 2020 38.67%
October 31, 2020 38.67%
September 30, 2020 38.67%

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

38.67%
Minimum
Nov 2019
56.14%
Maximum
Nov 2022
47.02%
Average
47.71%
Median

Max Drawdown (5Y) Benchmarks