Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2000. Start Trial.
Date Value
September 30, 2026 81.13%
August 31, 2026 81.13%
July 31, 2026 81.13%
June 30, 2026 81.13%
May 31, 2026 81.13%
April 30, 2026 81.13%
March 31, 2026 81.00%
February 28, 2026 81.00%
January 31, 2026 77.61%
December 31, 2025 77.61%
November 30, 2025 77.61%
October 31, 2025 77.61%
September 30, 2025 76.77%
August 31, 2025 76.77%
July 31, 2025 74.67%
June 30, 2025 74.67%
May 31, 2025 74.67%
April 30, 2025 73.85%
March 31, 2025 66.46%
February 28, 2025 62.67%
January 31, 2025 60.55%
December 31, 2024 60.55%
November 30, 2024 60.55%
October 31, 2024 60.11%
September 30, 2024 54.01%
Date Value
August 31, 2024 52.24%
July 31, 2024 52.24%
June 30, 2024 50.09%
May 31, 2024 50.09%
April 30, 2024 50.09%
March 31, 2024 50.09%
February 29, 2024 50.09%
January 31, 2024 50.09%
December 31, 2023 50.09%
November 30, 2023 50.09%
October 31, 2023 50.09%
September 30, 2023 50.09%
August 31, 2023 50.09%
July 31, 2023 50.09%
June 30, 2023 50.09%
May 31, 2023 50.09%
April 30, 2023 50.09%
March 31, 2023 50.09%
February 28, 2023 50.09%
January 31, 2023 50.09%
December 31, 2022 50.09%
November 30, 2022 50.09%
October 31, 2022 50.09%
September 30, 2022 50.09%
August 31, 2022 50.09%

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
CRA International, Inc. 38.12%
Franklin Covey Co. 78.56%
FTI Consulting, Inc. 43.53%
Huron Consulting Group, Inc. 51.42%
MAXIMUS, Inc. 46.49%