Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2026 0.00%
August 31, 2026 0.00%
July 31, 2026 0.00%
June 30, 2026 0.00%
May 31, 2026 0.00%
April 30, 2026 0.00%
March 31, 2026 0.00%
February 28, 2026 0.00%
January 31, 2026 0.00%
December 31, 2025 0.00%
November 30, 2025 0.00%
October 31, 2025 0.00%
September 30, 2025 0.00%
August 31, 2025 0.00%
July 31, 2025 0.00%
June 30, 2025 0.00%
May 31, 2025 0.00%
April 30, 2025 0.00%
March 31, 2025 0.00%
February 28, 2025 28.50%
January 31, 2025 28.50%
December 31, 2024 28.50%
November 30, 2024 28.50%
October 31, 2024 28.50%
September 30, 2024 28.50%
Date Value
August 31, 2024 28.50%
July 31, 2024 28.50%
June 30, 2024 28.50%
May 31, 2024 28.50%
April 30, 2024 28.50%
March 31, 2024 28.50%
February 29, 2024 28.50%
January 31, 2024 28.50%
December 31, 2023 28.50%
November 30, 2023 28.50%
October 31, 2023 28.50%
September 30, 2023 28.50%
August 31, 2023 28.50%
July 31, 2023 28.50%
June 30, 2023 28.50%
May 31, 2023 28.50%
April 30, 2023 28.50%
March 31, 2023 28.50%
February 28, 2023 28.50%
January 31, 2023 28.50%
December 31, 2022 28.50%
November 30, 2022 28.50%
October 31, 2022 28.50%
September 30, 2022 28.50%
August 31, 2022 28.50%

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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Glenveagh Properties Plc 37.14%
D.R. Horton, Inc. 44.45%
Lennar Corp. 57.18%
Meritage Homes Corp. 46.77%
PulteGroup, Inc. 40.98%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 7.369
Beta (5Y) -0.1974