Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2026 95.82%
September 30, 2026 95.02%
August 31, 2026 95.02%
July 31, 2026 95.02%
June 30, 2026 95.02%
May 31, 2026 95.02%
April 30, 2026 95.02%
March 31, 2026 95.02%
February 28, 2026 94.39%
January 31, 2026 92.28%
December 31, 2025 95.31%
November 30, 2025 96.33%
October 31, 2025 96.33%
September 30, 2025 96.33%
August 31, 2025 96.33%
July 31, 2025 96.33%
June 30, 2025 96.33%
May 31, 2025 96.33%
April 30, 2025 96.33%
March 31, 2025 96.33%
February 28, 2025 96.47%
January 31, 2025 96.47%
December 31, 2024 96.47%
November 30, 2024 96.47%
October 31, 2024 96.47%
Date Value
September 30, 2024 96.47%
August 31, 2024 96.47%
July 31, 2024 96.47%
June 30, 2024 96.47%
May 31, 2024 96.47%
April 30, 2024 96.47%
March 31, 2024 96.47%
February 29, 2024 96.47%
January 31, 2024 96.47%
December 31, 2023 96.47%
November 30, 2023 96.47%
October 31, 2023 96.47%
September 30, 2023 96.47%
August 31, 2023 96.47%
July 31, 2023 96.47%
June 30, 2023 96.47%
May 31, 2023 96.47%
April 30, 2023 96.47%
March 31, 2023 96.47%
February 28, 2023 96.47%
January 31, 2023 96.47%
December 31, 2022 96.47%
November 30, 2022 96.47%
October 31, 2022 96.47%
September 30, 2022 96.47%

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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American Eagle Outfitters, Inc. 73.15%
Abercrombie & Fitch Co. 69.93%
The Buckle, Inc. 42.02%
The Cato Corp. 85.14%
Citi Trends, Inc. 87.25%