Max Drawdown (5y)
Worst peak-to-trough drop within the last ~5 years
Description
Max drawdown (5y) shows the largest decline within roughly the last 5 years: from a local peak to the subsequent low.
Less negative means more stable.
Source
Calculation
- 1) H_t = max(Price_{t-5y..t})
- 2) DD_t = (Price_t / H_t) − 1
- 3) maxdd_5y = min(DD_t) within the 5y window
Interpretation
- Weniger negativ ist besser (näher an 0).
Ranking
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