Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value

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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Fujitsu Ltd. 47.55%
Nomura Research Institute Ltd. 52.98%
GMO Internet Group, Inc. 58.45%
Comture Corp. 45.18%
BASE, Inc. (Japan) 95.79%