Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2016. Upgrade now.
Date Value
October 31, 2024 95.50%
September 30, 2024 95.50%
August 31, 2024 95.50%
July 31, 2024 95.50%
June 30, 2024 95.50%
May 31, 2024 95.50%
April 30, 2024 95.50%
March 31, 2024 95.50%
February 29, 2024 95.50%
January 31, 2024 95.50%
December 31, 2023 95.50%
November 30, 2023 95.50%
October 31, 2023 95.50%
September 30, 2023 95.50%
August 31, 2023 95.50%
July 31, 2023 95.50%
June 30, 2023 95.50%
May 31, 2023 95.50%
April 30, 2023 95.50%
March 31, 2023 95.50%
February 28, 2023 95.50%
January 31, 2023 95.50%
December 31, 2022 95.50%
November 30, 2022 95.50%
October 31, 2022 95.50%
Date Value
September 30, 2022 95.50%
August 31, 2022 95.50%
July 31, 2022 95.50%
June 30, 2022 95.50%
May 31, 2022 95.50%
April 30, 2022 95.50%
March 31, 2022 95.50%
February 28, 2022 95.50%
January 31, 2022 95.50%
December 31, 2021 95.50%
November 30, 2021 95.50%
October 31, 2021 95.50%
September 30, 2021 95.50%
August 31, 2021 95.50%
July 31, 2021 95.50%
June 30, 2021 95.50%
May 31, 2021 95.50%
April 30, 2021 95.50%
March 31, 2021 95.50%
February 28, 2021 95.50%
January 31, 2021 95.50%
December 31, 2020 95.50%
November 30, 2020 95.50%
October 31, 2020 95.50%
September 30, 2020 95.50%

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

72.86%
Minimum
Nov 2019
95.50%
Maximum
Sep 2020
94.00%
Average
95.50%
Median
Sep 2020

Max Drawdown (5Y) Benchmarks