Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2019. Upgrade now.
Date Value
October 31, 2024 64.90%
September 30, 2024 64.90%
August 31, 2024 64.90%
July 31, 2024 64.90%
June 30, 2024 64.90%
May 31, 2024 64.90%
April 30, 2024 64.90%
March 31, 2024 64.90%
February 29, 2024 64.90%
January 31, 2024 64.90%
December 31, 2023 64.90%
November 30, 2023 64.90%
October 31, 2023 64.90%
September 30, 2023 64.90%
August 31, 2023 64.90%
July 31, 2023 64.90%
June 30, 2023 64.90%
May 31, 2023 64.90%
April 30, 2023 64.90%
March 31, 2023 64.90%
February 28, 2023 64.90%
January 31, 2023 64.90%
December 31, 2022 64.90%
November 30, 2022 64.90%
October 31, 2022 62.88%
Date Value
September 30, 2022 60.31%
August 31, 2022 60.31%
July 31, 2022 60.31%
June 30, 2022 60.31%
May 31, 2022 58.75%
April 30, 2022 48.60%
March 31, 2022 48.60%
February 28, 2022 42.38%
January 31, 2022 38.57%
December 31, 2021 33.71%
November 30, 2021 33.71%
October 31, 2021 33.71%
September 30, 2021 33.71%
August 31, 2021 33.71%
July 31, 2021 33.71%
June 30, 2021 33.71%
May 31, 2021 33.71%
April 30, 2021 33.71%
March 31, 2021 33.71%
February 28, 2021 33.71%
January 31, 2021 33.71%
December 31, 2020 33.71%
November 30, 2020 33.71%
October 31, 2020 33.71%
September 30, 2020 33.71%

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

11.83%
Minimum
Nov 2019
64.90%
Maximum
Nov 2022
48.13%
Average
53.67%
Median