Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2026 27.21%
August 31, 2026 28.30%
July 31, 2026 28.30%
June 30, 2026 28.30%
May 31, 2026 28.30%
April 30, 2026 28.30%
March 31, 2026 28.30%
February 28, 2026 28.30%
January 31, 2026 34.97%
December 31, 2025 39.57%
November 30, 2025 40.79%
October 31, 2025 49.88%
September 30, 2025 53.14%
August 31, 2025 53.14%
July 31, 2025 53.14%
June 30, 2025 53.14%
May 31, 2025 53.14%
April 30, 2025 58.93%
March 31, 2025 58.93%
February 28, 2025 58.93%
January 31, 2025 58.93%
December 31, 2024 58.93%
November 30, 2024 58.93%
October 31, 2024 58.93%
September 30, 2024 58.93%
Date Value
August 31, 2024 58.93%
July 31, 2024 58.93%
June 30, 2024 58.93%
May 31, 2024 58.93%
April 30, 2024 58.93%
March 31, 2024 58.93%
February 29, 2024 58.93%
January 31, 2024 58.93%
December 31, 2023 58.93%
November 30, 2023 58.93%
October 31, 2023 58.93%
September 30, 2023 58.93%
August 31, 2023 58.93%
July 31, 2023 58.93%
June 30, 2023 58.93%
May 31, 2023 58.93%
April 30, 2023 58.93%
March 31, 2023 58.93%
February 28, 2023 58.93%
January 31, 2023 58.93%
December 31, 2022 58.93%
November 30, 2022 58.93%
October 31, 2022 58.93%
September 30, 2022 58.93%
August 31, 2022 58.93%

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

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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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Chubb Ltd. 19.28%
American Financial Group, Inc. 23.79%
Assured Guaranty Ltd. 30.23%
The Allstate Corp. 27.35%
AMERISAFE, Inc. 53.61%