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%
July 31, 2012 0.00%
June 30, 2012 0.00%
May 31, 2012 0.00%
April 30, 2012 0.00%
March 31, 2012 0.00%
February 29, 2012 0.00%
January 31, 2012 0.00%
December 31, 2011 0.00%
November 30, 2011 0.00%
October 31, 2011 0.00%
September 30, 2011 0.00%
August 31, 2011 0.00%
July 31, 2011 0.00%
Date Value
June 30, 2011 0.00%
May 31, 2011 0.00%
April 30, 2011 0.00%
March 31, 2011 0.00%
February 28, 2011 0.00%
January 31, 2011 0.00%
December 31, 2010 0.00%
November 30, 2010 0.00%
October 31, 2010 0.00%
September 30, 2010 0.00%
August 31, 2010 0.00%
July 31, 2010 0.00%
June 30, 2010 0.00%
May 31, 2010 0.00%
April 30, 2010 0.00%
March 31, 2010 0.00%
February 28, 2010 0.00%
January 31, 2010 0.00%
December 31, 2009 0.00%
November 30, 2009 0.00%
October 31, 2009 0.00%
September 30, 2009 0.00%
August 31, 2009 0.00%
July 31, 2009 0.00%
June 30, 2009 0.00%

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

View 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

View Max Drawdown (5Y) Benchmarks
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MARUWA CO., LTD. --
Corning, Inc. 51.48%
Research Frontiers, Inc. 87.18%
TDK Corp. 51.75%
Murata Manufacturing Co. Ltd. 62.98%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.256
Beta (5Y) 0.0141