Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2007. Upgrade now.
Date Value
October 31, 2024 77.85%
September 30, 2024 77.85%
August 31, 2024 77.85%
July 31, 2024 77.85%
June 30, 2024 77.85%
May 31, 2024 77.85%
April 30, 2024 77.85%
March 31, 2024 77.85%
February 29, 2024 77.85%
January 31, 2024 77.85%
December 31, 2023 77.85%
November 30, 2023 77.85%
October 31, 2023 77.85%
September 30, 2023 77.85%
August 31, 2023 77.85%
July 31, 2023 77.85%
June 30, 2023 77.85%
May 31, 2023 77.85%
April 30, 2023 77.85%
March 31, 2023 77.85%
February 28, 2023 77.85%
January 31, 2023 77.85%
December 31, 2022 77.85%
November 30, 2022 77.85%
October 31, 2022 77.85%
Date Value
September 30, 2022 74.51%
August 31, 2022 68.61%
July 31, 2022 68.61%
June 30, 2022 66.24%
May 31, 2022 61.45%
April 30, 2022 61.45%
March 31, 2022 61.45%
February 28, 2022 61.45%
January 31, 2022 61.45%
December 31, 2021 61.45%
November 30, 2021 61.45%
October 31, 2021 61.45%
September 30, 2021 61.45%
August 31, 2021 61.45%
July 31, 2021 61.45%
June 30, 2021 61.45%
May 31, 2021 61.45%
April 30, 2021 61.45%
March 31, 2021 61.45%
February 28, 2021 61.45%
January 31, 2021 61.45%
December 31, 2020 61.45%
November 30, 2020 61.45%
October 31, 2020 61.45%
September 30, 2020 61.45%

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

51.51%
Minimum
Nov 2019
77.85%
Maximum
Oct 2022
68.16%
Average
61.45%
Median
Mar 2020