Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 2012. Start Trial.
Date Value
September 30, 2026 50.65%
August 31, 2026 51.52%
July 31, 2026 53.64%
June 30, 2026 54.08%
May 31, 2026 54.08%
April 30, 2026 54.08%
March 31, 2026 54.26%
February 28, 2026 57.59%
January 31, 2026 63.94%
December 31, 2025 66.08%
November 30, 2025 69.03%
October 31, 2025 81.68%
September 30, 2025 81.68%
August 31, 2025 83.02%
July 31, 2025 83.02%
June 30, 2025 83.02%
May 31, 2025 83.02%
April 30, 2025 85.47%
March 31, 2025 93.76%
February 28, 2025 93.76%
January 31, 2025 93.76%
December 31, 2024 93.76%
November 30, 2024 93.76%
October 31, 2024 93.76%
September 30, 2024 93.76%
Date Value
August 31, 2024 93.76%
July 31, 2024 93.76%
June 30, 2024 93.76%
May 31, 2024 93.76%
April 30, 2024 93.76%
March 31, 2024 93.76%
February 29, 2024 93.76%
January 31, 2024 93.76%
December 31, 2023 93.76%
November 30, 2023 93.76%
October 31, 2023 93.76%
September 30, 2023 93.76%
August 31, 2023 93.76%
July 31, 2023 93.76%
June 30, 2023 93.76%
May 31, 2023 93.76%
April 30, 2023 93.76%
March 31, 2023 93.76%
February 28, 2023 93.76%
January 31, 2023 93.76%
December 31, 2022 93.76%
November 30, 2022 93.76%
October 31, 2022 93.76%
September 30, 2022 93.76%
August 31, 2022 93.76%

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
Energy Transfer LP 41.23%
MPLX LP 18.41%
The Williams Cos., Inc. 22.95%
Devon Energy Corp. 60.83%
Kinder Morgan, Inc. 22.47%