SPDR® MSCI USA StrategicFactors ETF (QUS)
145.29
+1.43
(+0.99%)
USD |
NYSEARCA |
May 31, 16:00
144.75
-0.54
(-0.37%)
After-Hours: 20:00
QUS Max Drawdown (5Y): 33.78% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 33.78% |
April 30, 2024 | 33.78% |
March 31, 2024 | 33.78% |
February 29, 2024 | 33.78% |
January 31, 2024 | 33.78% |
December 31, 2023 | 33.78% |
November 30, 2023 | 33.78% |
October 31, 2023 | 33.78% |
September 30, 2023 | 33.78% |
August 31, 2023 | 33.78% |
July 31, 2023 | 33.78% |
June 30, 2023 | 33.78% |
May 31, 2023 | 33.78% |
April 30, 2023 | 33.78% |
March 31, 2023 | 33.78% |
February 28, 2023 | 33.78% |
January 31, 2023 | 33.78% |
December 31, 2022 | 33.78% |
November 30, 2022 | 33.78% |
October 31, 2022 | 33.78% |
September 30, 2022 | 33.78% |
August 31, 2022 | 33.78% |
July 31, 2022 | 33.78% |
June 30, 2022 | 33.78% |
May 31, 2022 | 33.78% |
Date | Value |
---|---|
April 30, 2022 | 33.78% |
March 31, 2022 | 33.78% |
February 28, 2022 | 33.78% |
January 31, 2022 | 33.78% |
December 31, 2021 | 33.78% |
November 30, 2021 | 33.78% |
October 31, 2021 | 33.78% |
September 30, 2021 | 33.78% |
August 31, 2021 | 33.78% |
July 31, 2021 | 33.78% |
June 30, 2021 | 33.78% |
May 31, 2021 | 33.78% |
April 30, 2021 | 33.78% |
March 31, 2021 | 33.78% |
February 28, 2021 | 33.78% |
January 31, 2021 | 33.78% |
December 31, 2020 | 33.78% |
November 30, 2020 | 33.78% |
October 31, 2020 | 33.78% |
September 30, 2020 | 33.78% |
August 31, 2020 | 33.78% |
July 31, 2020 | 33.78% |
June 30, 2020 | 33.78% |
May 31, 2020 | 33.78% |
April 30, 2020 | 33.78% |
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
17.41%
Minimum
Jun 2019
33.78%
Maximum
Mar 2020
31.32%
Average
33.78%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
WisdomTree US Quality Dividend Gr ETF | 32.03% |
Fidelity Low Volatility Factor ETF | 34.33% |
Central Securities Corp | 39.91% |
Liberty All Star Equity Fund | 47.07% |
WisdomTree US Earnings 500 ETF | 35.79% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.4552 |
Beta (5Y) | 0.9097 |
Alpha (vs YCharts Benchmark) (5Y) | -0.4552 |
Beta (vs YCharts Benchmark) (5Y) | 0.9097 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.41% |
Historical Sharpe Ratio (5Y) | 0.6899 |
Historical Sortino (5Y) | 0.7207 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.18% |