Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1990. Start Trial.
Date Value
September 30, 2026 45.02%
August 31, 2026 43.15%
July 31, 2026 43.15%
June 30, 2026 43.15%
May 31, 2026 43.15%
April 30, 2026 40.96%
March 31, 2026 40.93%
February 28, 2026 38.02%
January 31, 2026 38.02%
December 31, 2025 38.02%
November 30, 2025 38.02%
October 31, 2025 38.02%
September 30, 2025 38.02%
August 31, 2025 38.02%
July 31, 2025 38.02%
June 30, 2025 38.02%
May 31, 2025 38.02%
April 30, 2025 43.68%
March 31, 2025 59.45%
February 28, 2025 59.45%
January 31, 2025 59.45%
December 31, 2024 59.45%
November 30, 2024 59.45%
October 31, 2024 59.45%
September 30, 2024 59.45%
Date Value
August 31, 2024 59.45%
July 31, 2024 59.45%
June 30, 2024 59.45%
May 31, 2024 59.45%
April 30, 2024 59.45%
March 31, 2024 59.45%
February 29, 2024 59.45%
January 31, 2024 59.45%
December 31, 2023 59.45%
November 30, 2023 59.45%
October 31, 2023 59.45%
September 30, 2023 59.45%
August 31, 2023 59.45%
July 31, 2023 59.45%
June 30, 2023 59.45%
May 31, 2023 59.45%
April 30, 2023 59.45%
March 31, 2023 59.45%
February 28, 2023 59.45%
January 31, 2023 59.45%
December 31, 2022 59.45%
November 30, 2022 59.45%
October 31, 2022 59.45%
September 30, 2022 59.45%
August 31, 2022 59.45%

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

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Trex Co., Inc. 78.58%
Apogee Enterprises, Inc. 62.46%
Owens Corning 52.47%
Simpson Manufacturing Co., Inc. 44.49%
UFP Industries, Inc. 42.82%