SPDR® Russell 1000 Momentum Focus ETF (ONEO)
111.66
+0.86
(+0.78%)
USD |
NYSEARCA |
May 24, 16:00
ONEO Max Drawdown (5Y): 40.85% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 40.85% |
March 31, 2024 | 40.85% |
February 29, 2024 | 40.85% |
January 31, 2024 | 40.85% |
December 31, 2023 | 40.85% |
November 30, 2023 | 40.85% |
October 31, 2023 | 40.85% |
September 30, 2023 | 40.85% |
August 31, 2023 | 40.85% |
July 31, 2023 | 40.85% |
June 30, 2023 | 40.85% |
May 31, 2023 | 40.85% |
April 30, 2023 | 40.85% |
March 31, 2023 | 40.85% |
February 28, 2023 | 40.85% |
January 31, 2023 | 40.85% |
December 31, 2022 | 40.85% |
November 30, 2022 | 40.85% |
October 31, 2022 | 40.85% |
September 30, 2022 | 40.85% |
August 31, 2022 | 40.85% |
July 31, 2022 | 40.85% |
June 30, 2022 | 40.85% |
May 31, 2022 | 40.85% |
April 30, 2022 | 40.85% |
Date | Value |
---|---|
March 31, 2022 | 40.85% |
February 28, 2022 | 40.85% |
January 31, 2022 | 40.85% |
December 31, 2021 | 40.85% |
November 30, 2021 | 40.85% |
October 31, 2021 | 40.85% |
September 30, 2021 | 40.85% |
August 31, 2021 | 40.85% |
July 31, 2021 | 40.85% |
June 30, 2021 | 40.85% |
May 31, 2021 | 40.85% |
April 30, 2021 | 40.85% |
March 31, 2021 | 40.85% |
February 28, 2021 | 40.85% |
January 31, 2021 | 40.85% |
December 31, 2020 | 40.85% |
November 30, 2020 | 40.85% |
October 31, 2020 | 40.85% |
September 30, 2020 | 40.85% |
August 31, 2020 | 40.85% |
July 31, 2020 | 40.85% |
June 30, 2020 | 40.85% |
May 31, 2020 | 40.85% |
April 30, 2020 | 40.85% |
March 31, 2020 | 40.85% |
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
22.56%
Minimum
May 2019
40.85%
Maximum
Mar 2020
37.80%
Average
40.85%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Xtrackers Russell US Multifactor ETF | 40.45% |
WisdomTree US Multifactor | 36.24% |
Invesco Zacks Mid-Cap ETF | 46.18% |
Barron's 400 ETF | 42.21% |
Franklin US Mid Cap Mltfctr Idx ETF | 37.25% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.263 |
Beta (5Y) | 1.082 |
Alpha (vs YCharts Benchmark) (5Y) | 0.9804 |
Beta (vs YCharts Benchmark) (5Y) | 0.9734 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.53% |
Historical Sharpe Ratio (5Y) | 0.3623 |
Historical Sortino (5Y) | 0.3883 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.90% |