SPDR® S&P Kensho Future Security ETF (FITE)
55.09
+0.23
(+0.41%)
USD |
NYSEARCA |
May 31, 16:00
54.53
-0.56
(-1.02%)
After-Hours: 20:00
FITE Max Drawdown (5Y): 36.90% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 36.90% |
April 30, 2024 | 36.90% |
March 31, 2024 | 36.90% |
February 29, 2024 | 36.90% |
January 31, 2024 | 36.90% |
December 31, 2023 | 36.90% |
November 30, 2023 | 36.90% |
October 31, 2023 | 36.90% |
September 30, 2023 | 36.90% |
August 31, 2023 | 36.90% |
July 31, 2023 | 36.90% |
June 30, 2023 | 36.90% |
May 31, 2023 | 36.90% |
April 30, 2023 | 36.90% |
March 31, 2023 | 36.90% |
February 28, 2023 | 36.90% |
January 31, 2023 | 36.90% |
December 31, 2022 | 36.90% |
November 30, 2022 | 36.90% |
October 31, 2022 | 36.90% |
September 30, 2022 | 36.90% |
August 31, 2022 | 36.90% |
July 31, 2022 | 36.90% |
June 30, 2022 | 36.90% |
May 31, 2022 | 36.90% |
Date | Value |
---|---|
April 30, 2022 | 36.90% |
March 31, 2022 | 36.90% |
February 28, 2022 | 36.90% |
January 31, 2022 | 36.90% |
December 31, 2021 | 36.90% |
November 30, 2021 | 36.90% |
October 31, 2021 | 36.90% |
September 30, 2021 | 36.90% |
August 31, 2021 | 36.90% |
July 31, 2021 | 36.90% |
June 30, 2021 | 36.90% |
May 31, 2021 | 36.90% |
April 30, 2021 | 36.90% |
March 31, 2021 | 36.90% |
February 28, 2021 | 36.90% |
January 31, 2021 | 36.90% |
December 31, 2020 | 36.90% |
November 30, 2020 | 36.90% |
October 31, 2020 | 36.90% |
September 30, 2020 | 36.90% |
August 31, 2020 | 36.90% |
July 31, 2020 | 36.90% |
June 30, 2020 | 36.90% |
May 31, 2020 | 36.90% |
April 30, 2020 | 36.90% |
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.
Max Drawdown (5Y) Range, Past 5 Years
23.33%
Minimum
Jun 2019
36.90%
Maximum
Mar 2020
34.86%
Average
36.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.176 |
Beta (5Y) | 0.9489 |
Alpha (vs YCharts Benchmark) (5Y) | -9.530 |
Beta (vs YCharts Benchmark) (5Y) | 0.7111 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.82% |
Historical Sharpe Ratio (5Y) | 0.3477 |
Historical Sortino (5Y) | 0.4266 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.20% |