Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2009. Upgrade now.
Date Value
September 30, 2024 99.96%
August 31, 2024 99.96%
July 31, 2024 99.96%
June 30, 2024 99.38%
May 31, 2024 99.38%
April 30, 2024 99.38%
March 31, 2024 99.38%
February 29, 2024 99.38%
January 31, 2024 96.15%
December 31, 2023 97.07%
November 30, 2023 97.33%
October 31, 2023 97.33%
September 30, 2023 98.00%
August 31, 2023 98.00%
July 31, 2023 98.00%
June 30, 2023 98.00%
May 31, 2023 98.00%
April 30, 2023 98.00%
March 31, 2023 98.00%
February 28, 2023 98.00%
January 31, 2023 98.00%
December 31, 2022 98.00%
November 30, 2022 98.00%
October 31, 2022 98.00%
September 30, 2022 98.00%
Date Value
August 31, 2022 98.00%
July 31, 2022 98.00%
June 30, 2022 98.00%
May 31, 2022 98.00%
April 30, 2022 98.00%
March 31, 2022 98.00%
February 28, 2022 98.00%
January 31, 2022 98.00%
December 31, 2021 98.00%
November 30, 2021 98.00%
October 31, 2021 98.50%
September 30, 2021 98.50%
August 31, 2021 98.50%
July 31, 2021 98.50%
June 30, 2021 98.50%
May 31, 2021 98.50%
April 30, 2021 98.50%
March 31, 2021 98.50%
February 28, 2021 98.50%
January 31, 2021 98.50%
December 31, 2020 98.50%
November 30, 2020 98.50%
October 31, 2020 98.50%
September 30, 2020 98.50%
August 31, 2020 98.50%

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

96.15%
Minimum
Jan 2024
99.96%
Maximum
Jul 2024
98.35%
Average
98.50%
Median
Nov 2019