Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 32.18%
March 31, 2024 32.18%
February 29, 2024 32.18%
January 31, 2024 32.18%
December 31, 2023 32.18%
November 30, 2023 32.18%
October 31, 2023 32.71%
September 30, 2023 33.70%
August 31, 2023 33.70%
July 31, 2023 33.70%
June 30, 2023 33.70%
May 31, 2023 33.70%
April 30, 2023 33.70%
March 31, 2023 33.70%
February 28, 2023 33.70%
January 31, 2023 33.70%
December 31, 2022 33.70%
November 30, 2022 33.70%
October 31, 2022 33.70%
September 30, 2022 33.70%
August 31, 2022 33.70%
July 31, 2022 33.70%
June 30, 2022 33.70%
May 31, 2022 33.70%
April 30, 2022 33.70%
Date Value
March 31, 2022 33.70%
February 28, 2022 33.70%
January 31, 2022 33.70%
December 31, 2021 33.70%
November 30, 2021 33.70%
October 31, 2021 33.70%
September 30, 2021 33.70%
August 31, 2021 35.65%
July 31, 2021 35.65%
June 30, 2021 35.65%
May 31, 2021 35.65%
April 30, 2021 35.65%
March 31, 2021 35.65%
February 28, 2021 35.65%
January 31, 2021 35.65%
December 31, 2020 35.65%
November 30, 2020 38.74%
October 31, 2020 38.74%
September 30, 2020 38.74%
August 31, 2020 38.74%
July 31, 2020 38.74%
June 30, 2020 38.74%
May 31, 2020 38.74%
April 30, 2020 38.74%
March 31, 2020 38.74%

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

32.18%
Minimum
Nov 2023
38.74%
Maximum
May 2019
35.42%
Average
33.70%
Median
Sep 2021

Max Drawdown (5Y) Benchmarks

AECOM 54.12%
ENGlobal Corp 98.27%
Exponent Inc 42.46%
Tetra Tech Inc 36.98%
Willdan Group Inc 78.71%