Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 89.01%
February 29, 2024 89.01%
January 31, 2024 89.01%
December 31, 2023 89.01%
November 30, 2023 89.01%
October 31, 2023 89.01%
September 30, 2023 89.01%
August 31, 2023 89.01%
July 31, 2023 89.01%
June 30, 2023 89.01%
May 31, 2023 89.01%
April 30, 2023 89.01%
March 31, 2023 89.01%
February 28, 2023 89.01%
January 31, 2023 89.01%
December 31, 2022 89.01%
November 30, 2022 89.01%
October 31, 2022 89.01%
September 30, 2022 89.01%
August 31, 2022 89.01%
July 31, 2022 89.01%
June 30, 2022 89.01%
May 31, 2022 89.01%
April 30, 2022 89.01%
March 31, 2022 89.01%
Date Value
February 28, 2022 89.01%
January 31, 2022 89.01%
December 31, 2021 89.01%
November 30, 2021 89.01%
October 31, 2021 89.01%
September 30, 2021 89.01%
August 31, 2021 89.01%
July 31, 2021 89.01%
June 30, 2021 89.01%
May 31, 2021 89.01%
April 30, 2021 89.01%
March 31, 2021 89.01%
February 28, 2021 89.01%
January 31, 2021 89.01%
December 31, 2020 89.01%
November 30, 2020 89.01%
October 31, 2020 89.01%
September 30, 2020 89.01%
August 31, 2020 89.01%
July 31, 2020 89.01%
June 30, 2020 89.01%
May 31, 2020 89.01%
April 30, 2020 89.01%
March 31, 2020 89.01%
February 29, 2020 75.93%

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

64.72%
Minimum
Apr 2019
89.01%
Maximum
Mar 2020
84.98%
Average
89.01%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks

MasTec Inc 67.92%
Argan Inc 55.29%
Ameresco Inc 81.43%
EMCOR Group Inc 48.00%
MYR Group Inc 61.52%