Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 65.68%
September 30, 2024 61.38%
August 31, 2024 61.38%
July 31, 2024 60.73%
June 30, 2024 60.33%
May 31, 2024 60.33%
April 30, 2024 60.33%
March 31, 2024 60.33%
February 29, 2024 60.33%
January 31, 2024 60.33%
December 31, 2023 60.33%
November 30, 2023 60.33%
October 31, 2023 59.09%
September 30, 2023 59.09%
August 31, 2023 59.09%
July 31, 2023 59.09%
June 30, 2023 59.09%
May 31, 2023 59.09%
April 30, 2023 59.09%
March 31, 2023 59.09%
February 28, 2023 59.09%
January 31, 2023 59.09%
December 31, 2022 59.09%
November 30, 2022 59.09%
October 31, 2022 59.09%
Date Value
September 30, 2022 59.09%
August 31, 2022 59.09%
July 31, 2022 59.09%
June 30, 2022 59.09%
May 31, 2022 59.09%
April 30, 2022 59.09%
March 31, 2022 59.09%
February 28, 2022 59.09%
January 31, 2022 59.09%
December 31, 2021 59.09%
November 30, 2021 59.09%
October 31, 2021 59.09%
September 30, 2021 59.09%
August 31, 2021 59.09%
July 31, 2021 59.09%
June 30, 2021 59.09%
May 31, 2021 59.09%
April 30, 2021 59.09%
March 31, 2021 59.09%
February 28, 2021 59.09%
January 31, 2021 59.09%
December 31, 2020 59.09%
November 30, 2020 59.09%
October 31, 2020 56.82%
September 30, 2020 46.68%

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

5.91%
Minimum
Nov 2019
65.68%
Maximum
Oct 2024
54.32%
Average
59.09%
Median
Nov 2020

Max Drawdown (5Y) Benchmarks

comScore Inc 97.85%
Groupon Inc 97.18%
Meta Platforms Inc 76.74%
Giftify Inc 99.93%
Zedge Inc 91.40%