Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 39.33%
September 30, 2024 39.33%
August 31, 2024 39.33%
July 31, 2024 39.33%
June 30, 2024 39.33%
May 31, 2024 39.33%
April 30, 2024 39.33%
March 31, 2024 39.33%
February 29, 2024 39.33%
January 31, 2024 39.33%
December 31, 2023 39.33%
November 30, 2023 39.33%
October 31, 2023 39.33%
September 30, 2023 39.33%
August 31, 2023 39.33%
July 31, 2023 39.33%
June 30, 2023 39.33%
May 31, 2023 39.33%
April 30, 2023 39.33%
March 31, 2023 39.33%
February 28, 2023 39.33%
January 31, 2023 39.33%
December 31, 2022 39.33%
November 30, 2022 39.33%
October 31, 2022 39.33%
Date Value
September 30, 2022 39.33%
August 31, 2022 39.33%
July 31, 2022 39.33%
June 30, 2022 39.33%
May 31, 2022 39.33%
April 30, 2022 39.33%
March 31, 2022 39.33%
February 28, 2022 39.33%
January 31, 2022 39.33%
December 31, 2021 39.33%
November 30, 2021 39.33%
October 31, 2021 39.33%
September 30, 2021 39.33%
August 31, 2021 39.33%
July 31, 2021 39.33%
June 30, 2021 39.33%
May 31, 2021 39.33%
April 30, 2021 39.33%
March 31, 2021 39.33%
February 28, 2021 42.15%
January 31, 2021 47.52%
December 31, 2020 47.52%
November 30, 2020 47.52%
October 31, 2020 47.52%
September 30, 2020 47.52%

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

39.33%
Minimum
Mar 2021
47.52%
Maximum
Nov 2019
41.43%
Average
39.33%
Median
Mar 2021

Max Drawdown (5Y) Benchmarks

AECOM 54.12%
KBR Inc 57.97%
ENGlobal Corp 98.29%
Exponent Inc 42.46%
Tetra Tech Inc 36.98%