Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 47.49%
September 30, 2024 52.61%
August 31, 2024 53.84%
July 31, 2024 53.84%
June 30, 2024 53.84%
May 31, 2024 53.84%
April 30, 2024 53.84%
March 31, 2024 53.84%
February 29, 2024 53.84%
January 31, 2024 53.84%
December 31, 2023 53.84%
November 30, 2023 53.84%
October 31, 2023 53.84%
September 30, 2023 53.84%
August 31, 2023 53.84%
July 31, 2023 53.84%
June 30, 2023 53.84%
May 31, 2023 53.84%
April 30, 2023 53.84%
March 31, 2023 53.84%
February 28, 2023 53.84%
January 31, 2023 53.84%
December 31, 2022 53.84%
November 30, 2022 53.84%
October 31, 2022 53.84%
Date Value
September 30, 2022 53.84%
August 31, 2022 53.84%
July 31, 2022 53.84%
June 30, 2022 53.84%
May 31, 2022 53.84%
April 30, 2022 53.84%
March 31, 2022 53.84%
February 28, 2022 53.84%
January 31, 2022 53.84%
December 31, 2021 53.84%
November 30, 2021 53.84%
October 31, 2021 53.84%
September 30, 2021 53.84%
August 31, 2021 53.84%
July 31, 2021 53.84%
June 30, 2021 53.84%
May 31, 2021 53.84%
April 30, 2021 53.84%
March 31, 2021 53.84%
February 28, 2021 53.84%
January 31, 2021 53.84%
December 31, 2020 53.84%
November 30, 2020 53.84%
October 31, 2020 53.84%
September 30, 2020 53.84%

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

47.49%
Minimum
Oct 2024
53.84%
Maximum
Nov 2019
53.71%
Average
53.84%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks

Amgen Inc 24.86%
Eli Lilly and Co 22.48%
Pfizer Inc 54.78%
Biogen Inc 58.04%
AbbVie Inc 42.18%