Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Ratos AB 48.50%
Moody's Corp. 41.66%
S&P Global, Inc. 39.77%
CreditRiskMonitor.com, Inc. 48.79%
WEX, Inc. 53.15%