Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2026 57.18%
August 31, 2026 54.16%
July 31, 2026 54.16%
June 30, 2026 54.16%
May 31, 2026 54.16%
April 30, 2026 52.98%
March 31, 2026 52.98%
February 28, 2026 44.35%
January 31, 2026 44.35%
December 31, 2025 44.35%
November 30, 2025 44.35%
October 31, 2025 44.35%
September 30, 2025 44.35%
August 31, 2025 44.35%
July 31, 2025 44.35%
June 30, 2025 44.35%
May 31, 2025 44.35%
April 30, 2025 44.35%
March 31, 2025 53.14%
February 28, 2025 58.81%
January 31, 2025 58.81%
December 31, 2024 58.81%
November 30, 2024 58.81%
October 31, 2024 58.81%
September 30, 2024 58.81%
Date Value
August 31, 2024 58.81%
July 31, 2024 58.81%
June 30, 2024 58.81%
May 31, 2024 58.81%
April 30, 2024 58.81%
March 31, 2024 58.81%
February 29, 2024 58.81%
January 31, 2024 58.81%
December 31, 2023 58.81%
November 30, 2023 58.81%
October 31, 2023 58.81%
September 30, 2023 58.81%
August 31, 2023 58.81%
July 31, 2023 58.81%
June 30, 2023 58.81%
May 31, 2023 58.81%
April 30, 2023 58.81%
March 31, 2023 58.81%
February 28, 2023 58.81%
January 31, 2023 58.81%
December 31, 2022 58.81%
November 30, 2022 58.81%
October 31, 2022 58.81%
September 30, 2022 58.81%
August 31, 2022 58.81%

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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D.R. Horton, Inc. 44.45%
PulteGroup, Inc. 40.98%
Toll Brothers, Inc. 45.97%
KB Home 49.13%
NVR, Inc. 43.94%