SPDR® Portfolio S&P 500 ETF (SPLG)
62.33
+0.04
(+0.06%)
USD |
NYSEARCA |
May 28, 16:00
62.27
-0.06
(-0.10%)
After-Hours: 20:00
SPLG Max Drawdown (5Y): 33.86% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 33.86% |
March 31, 2024 | 33.86% |
February 29, 2024 | 33.86% |
January 31, 2024 | 33.86% |
December 31, 2023 | 33.86% |
November 30, 2023 | 33.86% |
October 31, 2023 | 33.86% |
September 30, 2023 | 33.86% |
August 31, 2023 | 33.86% |
July 31, 2023 | 33.86% |
June 30, 2023 | 33.86% |
May 31, 2023 | 33.86% |
April 30, 2023 | 33.86% |
March 31, 2023 | 33.86% |
February 28, 2023 | 33.86% |
January 31, 2023 | 33.86% |
December 31, 2022 | 33.86% |
November 30, 2022 | 33.86% |
October 31, 2022 | 33.86% |
September 30, 2022 | 33.86% |
August 31, 2022 | 33.86% |
July 31, 2022 | 33.86% |
June 30, 2022 | 33.86% |
May 31, 2022 | 33.86% |
April 30, 2022 | 33.86% |
Date | Value |
---|---|
March 31, 2022 | 33.86% |
February 28, 2022 | 33.86% |
January 31, 2022 | 33.86% |
December 31, 2021 | 33.86% |
November 30, 2021 | 33.86% |
October 31, 2021 | 33.86% |
September 30, 2021 | 33.86% |
August 31, 2021 | 33.86% |
July 31, 2021 | 33.86% |
June 30, 2021 | 33.86% |
May 31, 2021 | 33.86% |
April 30, 2021 | 33.86% |
March 31, 2021 | 33.86% |
February 28, 2021 | 33.86% |
January 31, 2021 | 33.86% |
December 31, 2020 | 33.86% |
November 30, 2020 | 33.86% |
October 31, 2020 | 33.86% |
September 30, 2020 | 33.86% |
August 31, 2020 | 33.86% |
July 31, 2020 | 33.86% |
June 30, 2020 | 33.86% |
May 31, 2020 | 33.86% |
April 30, 2020 | 33.86% |
March 31, 2020 | 33.86% |
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
19.77%
Minimum
May 2019
33.86%
Maximum
Mar 2020
31.51%
Average
33.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
SPDR® S&P 500 ETF Trust | 33.70% |
Vanguard S&P 500 ETF | 34.01% |
iShares Core S&P 500 ETF | 33.90% |
CYBER HORNET S&P500 Bitcoin 75/25StgyETF | -- |
iShares U.S. Equity Factor ETF | 36.03% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.0028 |
Beta (5Y) | 0.9987 |
Alpha (vs YCharts Benchmark) (5Y) | -0.0028 |
Beta (vs YCharts Benchmark) (5Y) | 0.9987 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.82% |
Historical Sharpe Ratio (5Y) | 0.5913 |
Historical Sortino (5Y) | 0.6451 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.91% |