Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 38.73%
September 30, 2024 38.73%
August 31, 2024 38.73%
July 31, 2024 38.73%
June 30, 2024 38.73%
May 31, 2024 38.73%
April 30, 2024 38.73%
March 31, 2024 38.73%
February 29, 2024 38.73%
January 31, 2024 36.26%
December 31, 2023 36.26%
November 30, 2023 36.26%
October 31, 2023 32.83%
September 30, 2023 32.83%
August 31, 2023 32.83%
July 31, 2023 32.83%
June 30, 2023 32.83%
May 31, 2023 32.83%
April 30, 2023 32.83%
March 31, 2023 32.83%
February 28, 2023 32.83%
January 31, 2023 32.83%
December 31, 2022 32.83%
November 30, 2022 32.83%
October 31, 2022 32.83%
Date Value
September 30, 2022 32.83%
August 31, 2022 32.83%
July 31, 2022 32.83%
June 30, 2022 32.17%
May 31, 2022 32.17%
April 30, 2022 32.17%
March 31, 2022 32.17%
February 28, 2022 32.17%
January 31, 2022 32.17%
December 31, 2021 32.17%
November 30, 2021 32.17%
October 31, 2021 32.17%
September 30, 2021 32.17%
August 31, 2021 32.17%
July 31, 2021 32.17%
June 30, 2021 32.17%
May 31, 2021 32.17%
April 30, 2021 32.17%
March 31, 2021 32.17%
February 28, 2021 32.17%
January 31, 2021 32.17%
December 31, 2020 32.17%
November 30, 2020 32.17%
October 31, 2020 32.17%
September 30, 2020 32.17%

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

16.64%
Minimum
Nov 2019
38.73%
Maximum
Feb 2024
32.24%
Average
32.17%
Median
Apr 2020

Max Drawdown (5Y) Benchmarks

Basf SE 61.76%
Heidelberg Materials AG 71.27%
K+S AG 86.29%
Symrise AG 37.09%
SGL Carbon SE 85.71%