Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 93.60%
March 31, 2024 93.60%
February 29, 2024 93.60%
January 31, 2024 93.60%
December 31, 2023 93.60%
November 30, 2023 93.60%
October 31, 2023 93.60%
September 30, 2023 93.33%
August 31, 2023 92.94%
July 31, 2023 92.73%
June 30, 2023 92.73%
May 31, 2023 86.55%
April 30, 2023 86.55%
March 31, 2023 86.55%
February 28, 2023 86.55%
January 31, 2023 86.55%
December 31, 2022 86.55%
November 30, 2022 86.55%
October 31, 2022 86.55%
September 30, 2022 85.33%
August 31, 2022 81.87%
July 31, 2022 81.07%
June 30, 2022 77.78%
May 31, 2022 76.92%
April 30, 2022 70.04%
Date Value
March 31, 2022 70.04%
February 28, 2022 65.72%
January 31, 2022 63.95%
December 31, 2021 63.95%
November 30, 2021 63.95%
October 31, 2021 63.95%
September 30, 2021 63.95%
August 31, 2021 63.95%
July 31, 2021 63.95%
June 30, 2021 63.95%
May 31, 2021 63.95%
April 30, 2021 61.87%
March 31, 2021 60.67%
February 28, 2021 60.67%
January 31, 2021 60.67%
December 31, 2020 60.67%
November 30, 2020 60.67%
October 31, 2020 60.00%
September 30, 2020 54.67%
August 31, 2020 41.18%
July 31, 2020 41.18%
June 30, 2020 41.18%
May 31, 2020 36.76%
April 30, 2020 27.94%
March 31, 2020 27.94%

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

27.94%
Minimum
May 2019
93.60%
Maximum
Oct 2023
64.65%
Average
63.95%
Median
May 2021

Max Drawdown (5Y) Benchmarks

Securitas AB 60.86%
Husqvarna AB 66.09%
Atlas Copco AB 47.97%
Sandvik AB 51.19%
Assa Abloy AB 45.66%