SPDR® S&P Dividend ETF (SDY)
128.60
+0.51
(+0.40%)
USD |
NYSEARCA |
May 03, 16:00
128.57
-0.03
(-0.02%)
After-Hours: 20:00
SDY Max Drawdown (5Y): 36.66% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 36.66% |
March 31, 2024 | 36.66% |
February 29, 2024 | 36.66% |
January 31, 2024 | 36.66% |
December 31, 2023 | 36.66% |
November 30, 2023 | 36.66% |
October 31, 2023 | 36.66% |
September 30, 2023 | 36.66% |
August 31, 2023 | 36.66% |
July 31, 2023 | 36.66% |
June 30, 2023 | 36.66% |
May 31, 2023 | 36.66% |
April 30, 2023 | 36.66% |
March 31, 2023 | 36.66% |
February 28, 2023 | 36.66% |
January 31, 2023 | 36.66% |
December 31, 2022 | 36.66% |
November 30, 2022 | 36.66% |
October 31, 2022 | 36.66% |
September 30, 2022 | 36.66% |
August 31, 2022 | 36.66% |
July 31, 2022 | 36.66% |
June 30, 2022 | 36.66% |
May 31, 2022 | 36.66% |
April 30, 2022 | 36.66% |
Date | Value |
---|---|
March 31, 2022 | 36.66% |
February 28, 2022 | 36.66% |
January 31, 2022 | 36.66% |
December 31, 2021 | 36.66% |
November 30, 2021 | 36.66% |
October 31, 2021 | 36.66% |
September 30, 2021 | 36.66% |
August 31, 2021 | 36.66% |
July 31, 2021 | 36.66% |
June 30, 2021 | 36.66% |
May 31, 2021 | 36.66% |
April 30, 2021 | 36.66% |
March 31, 2021 | 36.66% |
February 28, 2021 | 36.66% |
January 31, 2021 | 36.66% |
December 31, 2020 | 36.66% |
November 30, 2020 | 36.66% |
October 31, 2020 | 36.66% |
September 30, 2020 | 36.66% |
August 31, 2020 | 36.66% |
July 31, 2020 | 36.66% |
June 30, 2020 | 36.66% |
May 31, 2020 | 36.66% |
April 30, 2020 | 36.66% |
March 31, 2020 | 36.66% |
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
14.22%
Minimum
May 2019
36.66%
Maximum
Mar 2020
32.92%
Average
36.66%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Pacer US Cash Cows 100 ETF | 38.60% |
Invesco High Yield Eq Div Achiev™ ETF | 41.53% |
Vanguard Mid-Cap Value ETF | 43.20% |
Cambria Shareholder Yield ETF | 45.36% |
JPMorgan Diversified Return US Eq ETF | 38.69% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.103 |
Beta (5Y) | 0.8663 |
Alpha (vs YCharts Benchmark) (5Y) | 0.1245 |
Beta (vs YCharts Benchmark) (5Y) | 0.7744 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.55% |
Historical Sharpe Ratio (5Y) | 0.2991 |
Historical Sortino (5Y) | 0.3395 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.37% |