Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1973. Upgrade now.
Date Value
October 31, 2024 55.52%
September 30, 2024 55.52%
August 31, 2024 55.52%
July 31, 2024 55.52%
June 30, 2024 55.52%
May 31, 2024 55.52%
April 30, 2024 55.52%
March 31, 2024 55.52%
February 29, 2024 55.52%
January 31, 2024 55.52%
December 31, 2023 55.52%
November 30, 2023 55.52%
October 31, 2023 55.52%
September 30, 2023 55.52%
August 31, 2023 55.52%
July 31, 2023 55.52%
June 30, 2023 55.52%
May 31, 2023 55.52%
April 30, 2023 55.52%
March 31, 2023 55.52%
February 28, 2023 55.52%
January 31, 2023 55.52%
December 31, 2022 55.52%
November 30, 2022 55.52%
October 31, 2022 52.99%
Date Value
September 30, 2022 47.71%
August 31, 2022 40.41%
July 31, 2022 40.41%
June 30, 2022 40.41%
May 31, 2022 38.24%
April 30, 2022 33.09%
March 31, 2022 26.21%
February 28, 2022 26.21%
January 31, 2022 26.21%
December 31, 2021 26.21%
November 30, 2021 26.21%
October 31, 2021 26.21%
September 30, 2021 26.21%
August 31, 2021 26.21%
July 31, 2021 26.21%
June 30, 2021 26.21%
May 31, 2021 26.21%
April 30, 2021 26.21%
March 31, 2021 26.21%
February 28, 2021 26.21%
January 31, 2021 26.21%
December 31, 2020 26.21%
November 30, 2020 26.21%
October 31, 2020 26.21%
September 30, 2020 26.21%

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

24.89%
Minimum
Nov 2019
55.52%
Maximum
Nov 2022
39.67%
Average
35.67%
Median