Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1980. Upgrade now.
Date Value
October 31, 2024 74.34%
September 30, 2024 74.34%
August 31, 2024 74.34%
July 31, 2024 74.34%
June 30, 2024 74.34%
May 31, 2024 74.34%
April 30, 2024 74.34%
March 31, 2024 74.34%
February 29, 2024 74.34%
January 31, 2024 74.34%
December 31, 2023 74.34%
November 30, 2023 74.34%
October 31, 2023 74.34%
September 30, 2023 74.34%
August 31, 2023 74.34%
July 31, 2023 74.34%
June 30, 2023 74.34%
May 31, 2023 74.34%
April 30, 2023 74.34%
March 31, 2023 74.34%
February 28, 2023 74.34%
January 31, 2023 74.34%
December 31, 2022 74.34%
November 30, 2022 74.34%
October 31, 2022 74.34%
Date Value
September 30, 2022 74.34%
August 31, 2022 74.34%
July 31, 2022 74.34%
June 30, 2022 74.34%
May 31, 2022 74.34%
April 30, 2022 74.34%
March 31, 2022 74.34%
February 28, 2022 74.34%
January 31, 2022 74.34%
December 31, 2021 74.34%
November 30, 2021 74.34%
October 31, 2021 63.70%
September 30, 2021 63.70%
August 31, 2021 63.70%
July 31, 2021 63.70%
June 30, 2021 63.70%
May 31, 2021 63.70%
April 30, 2021 63.70%
March 31, 2021 63.70%
February 28, 2021 63.70%
January 31, 2021 63.70%
December 31, 2020 63.70%
November 30, 2020 63.70%
October 31, 2020 63.70%
September 30, 2020 63.70%

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

49.14%
Minimum
Nov 2019
74.34%
Maximum
Nov 2021
69.11%
Average
74.34%
Median
Nov 2021

Max Drawdown (5Y) Benchmarks

Textron Inc 69.96%
Ducommun Inc 70.83%
Astronics Corp 87.66%
Heico Corp 49.70%
Woodward Inc 60.61%