Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2026 96.15%
August 31, 2026 94.60%
July 31, 2026 94.60%
June 30, 2026 94.04%
May 31, 2026 93.08%
April 30, 2026 92.31%
March 31, 2026 92.31%
February 28, 2026 92.31%
January 31, 2026 92.31%
December 31, 2025 86.35%
November 30, 2025 86.35%
October 31, 2025 86.35%
September 30, 2025 86.35%
August 31, 2025 86.35%
July 31, 2025 91.72%
June 30, 2025 95.19%
May 31, 2025 98.81%
April 30, 2025 98.95%
March 31, 2025 99.00%
February 28, 2025 99.00%
January 31, 2025 99.00%
December 31, 2024 99.05%
November 30, 2024 99.17%
October 31, 2024 99.38%
September 30, 2024 99.38%
Date Value
August 31, 2024 99.43%
July 31, 2024 99.43%
June 30, 2024 99.75%
May 31, 2024 99.75%
April 30, 2024 99.75%
March 31, 2024 99.75%
February 29, 2024 99.75%
January 31, 2024 99.75%
December 31, 2023 99.75%
November 30, 2023 99.75%
October 31, 2023 99.75%
September 30, 2023 99.75%
August 31, 2023 99.75%
July 31, 2023 99.75%
June 30, 2023 99.75%
May 31, 2023 99.75%
April 30, 2023 99.75%
March 31, 2023 99.75%
February 28, 2023 99.75%
January 31, 2023 99.75%
December 31, 2022 99.75%
November 30, 2022 99.75%
October 31, 2022 99.75%
September 30, 2022 99.75%
August 31, 2022 99.75%

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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Agilysys, Inc. 56.12%
Digimarc Corp. 91.85%
Synopsys, Inc. 43.02%
Teradata Corp. 67.40%
OneSpan, Inc. 76.61%