Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2010. Upgrade now.
Date Value
October 31, 2024 68.49%
September 30, 2024 68.49%
August 31, 2024 68.49%
July 31, 2024 68.49%
June 30, 2024 68.49%
May 31, 2024 68.49%
April 30, 2024 68.49%
March 31, 2024 68.49%
February 29, 2024 68.49%
January 31, 2024 68.49%
December 31, 2023 68.49%
November 30, 2023 68.49%
October 31, 2023 68.49%
September 30, 2023 68.49%
August 31, 2023 68.49%
July 31, 2023 68.49%
June 30, 2023 68.49%
May 31, 2023 68.49%
April 30, 2023 68.49%
March 31, 2023 68.49%
February 28, 2023 68.49%
January 31, 2023 68.49%
December 31, 2022 68.49%
November 30, 2022 68.49%
October 31, 2022 68.49%
Date Value
September 30, 2022 68.49%
August 31, 2022 68.49%
July 31, 2022 68.49%
June 30, 2022 68.49%
May 31, 2022 68.49%
April 30, 2022 68.49%
March 31, 2022 68.49%
February 28, 2022 68.49%
January 31, 2022 68.49%
December 31, 2021 68.49%
November 30, 2021 68.49%
October 31, 2021 68.49%
September 30, 2021 68.49%
August 31, 2021 68.49%
July 31, 2021 68.49%
June 30, 2021 68.49%
May 31, 2021 68.49%
April 30, 2021 68.49%
March 31, 2021 68.49%
February 28, 2021 68.49%
January 31, 2021 68.49%
December 31, 2020 68.49%
November 30, 2020 68.49%
October 31, 2020 68.49%
September 30, 2020 68.49%

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

38.77%
Minimum
Nov 2019
68.49%
Maximum
Apr 2020
66.30%
Average
68.49%
Median
Apr 2020