Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 55.56%
September 30, 2024 55.56%
August 31, 2024 55.56%
July 31, 2024 55.56%
June 30, 2024 55.56%
May 31, 2024 55.56%
April 30, 2024 55.56%
March 31, 2024 55.56%
February 29, 2024 55.56%
January 31, 2024 55.56%
December 31, 2023 55.56%
November 30, 2023 55.56%
October 31, 2023 55.56%
September 30, 2023 55.56%
August 31, 2023 55.56%
July 31, 2023 55.56%
June 30, 2023 55.56%
May 31, 2023 55.56%
April 30, 2023 55.56%
March 31, 2023 55.56%
February 28, 2023 55.56%
January 31, 2023 55.56%
December 31, 2022 55.56%
November 30, 2022 55.56%
October 31, 2022 55.56%
Date Value
September 30, 2022 54.63%
August 31, 2022 50.18%
July 31, 2022 50.18%
June 30, 2022 49.05%
May 31, 2022 49.05%
April 30, 2022 49.05%
March 31, 2022 49.05%
February 28, 2022 49.05%
January 31, 2022 49.05%
December 31, 2021 49.05%
November 30, 2021 49.05%
October 31, 2021 49.05%
September 30, 2021 49.05%
August 31, 2021 49.05%
July 31, 2021 49.05%
June 30, 2021 49.05%
May 31, 2021 49.05%
April 30, 2021 49.05%
March 31, 2021 55.50%
February 28, 2021 55.50%
January 31, 2021 56.55%
December 31, 2020 63.64%
November 30, 2020 63.64%
October 31, 2020 63.64%
September 30, 2020 64.65%

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

49.05%
Minimum
Apr 2021
67.39%
Maximum
Nov 2019
56.28%
Average
55.56%
Median
Oct 2022

Max Drawdown (5Y) Benchmarks

Tokyo Electron Ltd 57.93%
TDK Corp 50.65%
Rohm Co Ltd 61.93%
OMRON Corp 68.55%
Disco Corp 44.76%