Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 31.79%
September 30, 2024 31.79%
August 31, 2024 31.79%
July 31, 2024 31.79%
June 30, 2024 31.79%
May 31, 2024 31.79%
April 30, 2024 31.79%
March 31, 2024 31.79%
February 29, 2024 31.79%
January 31, 2024 30.97%
December 31, 2023 30.97%
November 30, 2023 30.97%
October 31, 2023 30.97%
September 30, 2023 30.97%
August 31, 2023 30.97%
July 31, 2023 30.97%
June 30, 2023 30.97%
May 31, 2023 30.97%
April 30, 2023 30.97%
March 31, 2023 30.97%
February 28, 2023 30.97%
January 31, 2023 30.97%
December 31, 2022 30.97%
November 30, 2022 30.97%
October 31, 2022 30.97%
Date Value
September 30, 2022 30.97%
August 31, 2022 30.97%
July 31, 2022 30.97%
June 30, 2022 30.97%
May 31, 2022 30.97%
April 30, 2022 30.97%
March 31, 2022 30.97%
February 28, 2022 30.97%
January 31, 2022 30.97%
December 31, 2021 30.97%
November 30, 2021 30.97%
October 31, 2021 30.97%
September 30, 2021 30.97%
August 31, 2021 30.97%
July 31, 2021 30.97%
June 30, 2021 30.97%
May 31, 2021 30.97%
April 30, 2021 30.97%
March 31, 2021 30.97%
February 28, 2021 30.97%
January 31, 2021 30.97%
December 31, 2020 30.97%
November 30, 2020 30.97%
October 31, 2020 30.97%
September 30, 2020 30.97%

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

24.54%
Minimum
Nov 2019
31.79%
Maximum
Feb 2024
30.66%
Average
30.97%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks

Dow Inc 60.83%
Nucor Corp 57.19%
Celanese Corp 53.33%
Steel Dynamics Inc 68.46%
Linde PLC 32.57%