Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 45.25%
August 31, 2024 45.25%
July 31, 2024 45.25%
June 30, 2024 45.25%
May 31, 2024 45.25%
April 30, 2024 45.25%
March 31, 2024 45.25%
February 29, 2024 45.25%
January 31, 2024 45.25%
December 31, 2023 45.25%
November 30, 2023 45.25%
October 31, 2023 45.25%
September 30, 2023 45.25%
August 31, 2023 45.25%
July 31, 2023 45.25%
June 30, 2023 45.25%
May 31, 2023 45.25%
April 30, 2023 45.25%
March 31, 2023 45.25%
February 28, 2023 45.25%
January 31, 2023 45.25%
December 31, 2022 45.25%
November 30, 2022 45.25%
October 31, 2022 45.25%
September 30, 2022 45.25%
Date Value
August 31, 2022 43.13%
July 31, 2022 43.13%
June 30, 2022 40.17%
May 31, 2022 36.19%
April 30, 2022 34.15%
March 31, 2022 34.15%
February 28, 2022 34.15%
January 31, 2022 34.15%
December 31, 2021 34.15%
November 30, 2021 34.15%
October 31, 2021 34.15%
September 30, 2021 34.15%
August 31, 2021 34.15%
July 31, 2021 34.15%
June 30, 2021 34.15%
May 31, 2021 34.15%
April 30, 2021 38.48%
March 31, 2021 40.56%
February 28, 2021 40.56%
January 31, 2021 40.56%
December 31, 2020 40.56%
November 30, 2020 44.79%
October 31, 2020 47.31%
September 30, 2020 47.31%
August 31, 2020 47.31%

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

34.15%
Minimum
May 2021
47.31%
Maximum
Nov 2019
42.66%
Average
45.25%
Median
Sep 2022

Max Drawdown (5Y) Benchmarks

Veolia Environnement SA 48.67%
Sodexo 57.79%
Vinci SA 47.27%
Safran SA 65.58%