Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2026 57.14%
August 31, 2026 57.14%
July 31, 2026 57.14%
June 30, 2026 57.14%
May 31, 2026 51.72%
April 30, 2026 53.33%
March 31, 2026 53.33%
February 28, 2026 53.33%
January 31, 2026 53.33%
December 31, 2025 53.33%
November 30, 2025 53.33%
October 31, 2025 53.33%
September 30, 2025 53.33%
August 31, 2025 53.33%
July 31, 2025 53.33%
June 30, 2025 53.33%
May 31, 2025 53.33%
April 30, 2025 53.33%
March 31, 2025 54.29%
February 28, 2025 54.29%
January 31, 2025 54.29%
December 31, 2024 54.29%
November 30, 2024 55.56%
October 31, 2024 72.22%
September 30, 2024 78.12%
Date Value
August 31, 2024 78.12%
July 31, 2024 79.59%
June 30, 2024 79.59%
May 31, 2024 79.59%
April 30, 2024 79.59%
March 31, 2024 79.59%
February 29, 2024 79.59%
January 31, 2024 79.59%
December 31, 2023 79.59%
November 30, 2023 79.59%
October 31, 2023 79.59%
September 30, 2023 79.59%
August 31, 2023 79.59%
July 31, 2023 79.59%
June 30, 2023 79.59%
May 31, 2023 79.59%
April 30, 2023 79.59%
March 31, 2023 79.59%
February 28, 2023 79.59%
January 31, 2023 79.59%
December 31, 2022 79.59%
November 30, 2022 79.59%
October 31, 2022 79.59%
September 30, 2022 79.59%
August 31, 2022 79.59%

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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Sembcorp Industries Ltd. 26.23%
Ameren Corp. 27.48%
Avista Corp. 31.27%
CMS Energy Corp. 28.04%
CenterPoint Energy, Inc. 22.81%