Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 33.53%
February 29, 2024 33.53%
January 31, 2024 33.53%
December 31, 2023 33.53%
November 30, 2023 33.53%
October 31, 2023 33.53%
September 30, 2023 33.53%
August 31, 2023 33.53%
July 31, 2023 33.53%
June 30, 2023 33.53%
May 31, 2023 33.53%
April 30, 2023 33.53%
March 31, 2023 33.53%
February 28, 2023 33.53%
January 31, 2023 33.53%
December 31, 2022 33.53%
November 30, 2022 33.53%
October 31, 2022 33.53%
September 30, 2022 33.53%
August 31, 2022 33.53%
July 31, 2022 33.53%
June 30, 2022 33.53%
May 31, 2022 33.53%
April 30, 2022 33.53%
March 31, 2022 33.53%
Date Value
February 28, 2022 33.53%
January 31, 2022 33.53%
December 31, 2021 33.53%
November 30, 2021 33.53%
October 31, 2021 33.53%
September 30, 2021 33.53%
August 31, 2021 33.53%
July 31, 2021 33.53%
June 30, 2021 33.53%
May 31, 2021 33.53%
April 30, 2021 33.53%
March 31, 2021 33.53%
February 28, 2021 33.53%
January 31, 2021 33.53%
December 31, 2020 33.53%
November 30, 2020 33.53%
October 31, 2020 33.53%
September 30, 2020 33.53%
August 31, 2020 33.53%
July 31, 2020 33.53%
June 30, 2020 33.53%
May 31, 2020 33.53%
April 30, 2020 33.53%
March 31, 2020 33.53%
February 29, 2020 21.03%

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

21.03%
Minimum
Apr 2019
33.53%
Maximum
Mar 2020
31.24%
Average
33.53%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks

Xcel Energy Inc 34.43%
NiSource Inc 30.95%
PPL Corp 48.68%
ALLETE Inc 42.20%
Evergy Inc 38.78%