Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2026 82.58%
August 31, 2026 82.58%
July 31, 2026 82.58%
June 30, 2026 82.58%
May 31, 2026 82.58%
April 30, 2026 82.58%
March 31, 2026 82.58%
February 28, 2026 82.58%
January 31, 2026 82.58%
December 31, 2025 82.58%
November 30, 2025 82.58%
October 31, 2025 82.58%
September 30, 2025 82.58%
August 31, 2025 82.58%
July 31, 2025 82.58%
June 30, 2025 82.58%
May 31, 2025 82.58%
April 30, 2025 82.58%
March 31, 2025 82.58%
February 28, 2025 82.58%
January 31, 2025 82.58%
December 31, 2024 82.58%
November 30, 2024 82.58%
October 31, 2024 82.58%
September 30, 2024 82.58%
Date Value
August 31, 2024 82.58%
July 31, 2024 82.58%
June 30, 2024 82.58%
May 31, 2024 82.58%
April 30, 2024 82.58%
March 31, 2024 82.58%
February 29, 2024 82.58%
January 31, 2024 82.58%
December 31, 2023 82.58%
November 30, 2023 82.58%
October 31, 2023 82.58%
September 30, 2023 81.79%
August 31, 2023 81.13%
July 31, 2023 77.21%
June 30, 2023 77.21%
May 31, 2023 77.21%
April 30, 2023 77.21%
March 31, 2023 77.21%
February 28, 2023 77.21%
January 31, 2023 77.21%
December 31, 2022 77.21%
November 30, 2022 75.44%
October 31, 2022 67.23%
September 30, 2022 67.23%
August 31, 2022 67.23%

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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Maximum
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Average
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Median

Max Drawdown (5Y) Benchmarks

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NIKE, Inc. 78.14%
Deckers Outdoor Corp. 65.26%
Crocs, Inc. 73.86%
Rocky Brands, Inc. 80.25%
Steven Madden Ltd. 60.20%