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0%
Today
0%
This Month
-1.22%
Year To Date
+12.14%
2 Years
+65.75%
5 Years
+17.87%
Annualized
Who owns FactSet?
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-45.36% | Nov 2007 | Nov 2009 | 24 |
-39.52% | Jun 2001 | Mar 2002 | 9 |
-38.55% | Apr 2002 | Jun 2003 | 14 |
-35.31% | Jan 2000 | May 2001 | 16 |
-28.74% | Jan 2005 | Dec 2005 | 11 |
-24.39% | Nov 1996 | Jun 1997 | 7 |
-24.15% | Sep 2003 | Oct 2004 | 13 |
-21.44% | Jan 2022 | Nov 2024 | 34 |
-21.27% | Jun 2011 | Nov 2013 | 29 |
-18.36% | Aug 1998 | Nov 1998 | 3 |
-18.23% | Jul 1999 | Sep 1999 | 2 |
-15.89% | Oct 1997 | Dec 1997 | 2 |
-15.45% | Feb 1999 | Jun 1999 | 4 |
-15.21% | Jul 2019 | May 2020 | 10 |
-14.65% | Dec 2018 | Feb 2019 | 2 |
-14.07% | Nov 2015 | Aug 2016 | 9 |
-13.72% | Sep 2020 | Jul 2021 | 10 |
-13.09% | Sep 2016 | Sep 2017 | 12 |
-12.93% | Dec 2009 | Mar 2010 | 3 |
-12.31% | Jul 2007 | Sep 2007 | 2 |
-10.94% | May 2010 | Sep 2010 | 4 |
-9.2% | Apr 1998 | Jul 1998 | 3 |
-8.93% | Jan 1998 | Mar 1998 | 2 |
-7.19% | Jul 2006 | Sep 2006 | 2 |
-6.92% | Mar 2018 | Aug 2018 | 5 |
-6.82% | Dec 2013 | Jun 2014 | 6 |
-6.77% | Nov 1999 | Dec 1999 | 1 |
-5.56% | Sep 1996 | Oct 1996 | 1 |
-4.88% | Jan 2006 | Mar 2006 | 2 |
-4.67% | Aug 2015 | Oct 2015 | 2 |
-4.61% | Sep 2014 | Oct 2014 | 1 |
-3.56% | Dec 2017 | Jan 2018 | 1 |
-3.31% | Dec 2024 | - | 3 |
-2.48% | Sep 2018 | Nov 2018 | 2 |
-2.13% | Apr 2007 | May 2007 | 1 |
-1.61% | Jun 2015 | Jul 2015 | 1 |
-1.14% | Apr 2015 | May 2015 | 1 |
-0.47% | Apr 2006 | May 2006 | 1 |
-0.14% | Mar 2011 | Apr 2011 | 1 |
-0.12% | Jul 2014 | Aug 2014 | 1 |