Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2026 33.40%
June 30, 2026 33.40%
May 31, 2026 33.40%
April 30, 2026 32.08%
March 31, 2026 32.08%
February 28, 2026 32.08%
January 31, 2026 32.08%
December 31, 2025 32.05%
November 30, 2025 32.05%
October 31, 2025 32.05%
September 30, 2025 32.05%
August 31, 2025 32.05%
July 31, 2025 32.05%
June 30, 2025 31.74%
May 31, 2025 30.87%
April 30, 2025 29.62%
March 31, 2025 29.62%
February 28, 2025 29.62%
January 31, 2025 29.62%
December 31, 2024 29.62%
November 30, 2024 29.62%
October 31, 2024 29.62%
September 30, 2024 29.62%
August 31, 2024 29.62%
July 31, 2024 29.62%
Date Value
June 30, 2024 29.62%
May 31, 2024 29.62%
April 30, 2024 27.61%
March 31, 2024 27.61%
February 29, 2024 27.61%
January 31, 2024 27.61%
December 31, 2023 27.61%
November 30, 2023 27.61%
October 31, 2023 26.88%
September 30, 2023 26.10%
August 31, 2023 26.10%
July 31, 2023 25.97%
June 30, 2023 25.31%
May 31, 2023 21.46%
April 30, 2023 19.79%
March 31, 2023 18.34%
February 28, 2023 18.34%
January 31, 2023 19.29%
December 31, 2022 19.29%
November 30, 2022 19.29%
October 31, 2022 19.29%
September 30, 2022 19.29%
August 31, 2022 19.29%
July 31, 2022 19.29%
June 30, 2022 19.29%

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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Minimum
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Maximum
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Average
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Median

Max Drawdown (5Y) Excel Add-In Codes

View Max Drawdown (5Y) Excel Add-In Codes
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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:LP65123038", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:LP65123038", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.