Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2026 26.47%
August 31, 2026 26.47%
July 31, 2026 26.47%
June 30, 2026 26.47%
May 31, 2026 26.47%
April 30, 2026 26.47%
March 31, 2026 26.47%
February 28, 2026 26.47%
January 31, 2026 37.71%
December 31, 2025 38.19%
November 30, 2025 38.74%
October 31, 2025 47.85%
September 30, 2025 53.41%
August 31, 2025 56.36%
July 31, 2025 56.36%
June 30, 2025 56.36%
May 31, 2025 56.36%
April 30, 2025 62.29%
March 31, 2025 66.90%
February 28, 2025 69.62%
January 31, 2025 69.62%
December 31, 2024 69.62%
November 30, 2024 69.62%
October 31, 2024 69.62%
September 30, 2024 69.62%
Date Value
August 31, 2024 69.62%
July 31, 2024 69.62%
June 30, 2024 69.62%
May 31, 2024 69.62%
April 30, 2024 69.62%
March 31, 2024 69.62%
February 29, 2024 69.62%
January 31, 2024 69.62%
December 31, 2023 69.62%
November 30, 2023 69.62%
October 31, 2023 69.62%
September 30, 2023 69.62%
August 31, 2023 69.62%
July 31, 2023 69.62%
June 30, 2023 69.62%
May 31, 2023 69.62%
April 30, 2023 69.62%
March 31, 2023 69.62%
February 28, 2023 69.62%
January 31, 2023 69.62%
December 31, 2022 69.62%
November 30, 2022 69.62%
October 31, 2022 69.62%
September 30, 2022 69.62%
August 31, 2022 69.62%

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) Benchmarks

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Assurant, Inc. 44.64%
MetLife, Inc. 35.09%
The Travelers Cos., Inc. 18.90%
Aflac, Inc. 19.87%
The Allstate Corp. 27.35%