Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2008. Upgrade now.
Date Value
October 31, 2024 78.45%
September 30, 2024 78.45%
August 31, 2024 78.45%
July 31, 2024 78.45%
June 30, 2024 78.45%
May 31, 2024 78.45%
April 30, 2024 78.45%
March 31, 2024 78.45%
February 29, 2024 78.45%
January 31, 2024 78.45%
December 31, 2023 78.45%
November 30, 2023 78.45%
October 31, 2023 78.45%
September 30, 2023 78.45%
August 31, 2023 78.45%
July 31, 2023 78.45%
June 30, 2023 78.45%
May 31, 2023 78.45%
April 30, 2023 75.32%
March 31, 2023 74.94%
February 28, 2023 74.25%
January 31, 2023 74.25%
December 31, 2022 74.25%
November 30, 2022 74.25%
October 31, 2022 74.25%
Date Value
September 30, 2022 74.25%
August 31, 2022 74.25%
July 31, 2022 74.25%
June 30, 2022 74.25%
May 31, 2022 74.25%
April 30, 2022 74.25%
March 31, 2022 74.25%
February 28, 2022 74.25%
January 31, 2022 74.25%
December 31, 2021 74.25%
November 30, 2021 74.25%
October 31, 2021 74.25%
September 30, 2021 74.25%
August 31, 2021 74.25%
July 31, 2021 74.25%
June 30, 2021 74.25%
May 31, 2021 74.02%
April 30, 2021 73.79%
March 31, 2021 73.76%
February 28, 2021 54.55%
January 31, 2021 54.55%
December 31, 2020 54.55%
November 30, 2020 54.55%
October 31, 2020 54.55%
September 30, 2020 54.55%

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

24.34%
Minimum
Nov 2019
78.45%
Maximum
May 2023
68.25%
Average
74.25%
Median
Jun 2021