SPDR® Portfolio S&P 500 Value ETF (SPYV)
49.38
+0.78
(+1.60%)
USD |
NYSEARCA |
May 31, 16:00
49.49
+0.11
(+0.22%)
After-Hours: 20:00
SPYV Max Drawdown (5Y): 36.86% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 36.86% |
April 30, 2024 | 36.86% |
March 31, 2024 | 36.86% |
February 29, 2024 | 36.86% |
January 31, 2024 | 36.86% |
December 31, 2023 | 36.86% |
November 30, 2023 | 36.86% |
October 31, 2023 | 36.86% |
September 30, 2023 | 36.86% |
August 31, 2023 | 36.86% |
July 31, 2023 | 36.86% |
June 30, 2023 | 36.86% |
May 31, 2023 | 36.86% |
April 30, 2023 | 36.86% |
March 31, 2023 | 36.86% |
February 28, 2023 | 36.86% |
January 31, 2023 | 36.86% |
December 31, 2022 | 36.86% |
November 30, 2022 | 36.86% |
October 31, 2022 | 36.86% |
September 30, 2022 | 36.86% |
August 31, 2022 | 36.86% |
July 31, 2022 | 36.86% |
June 30, 2022 | 36.86% |
May 31, 2022 | 36.86% |
Date | Value |
---|---|
April 30, 2022 | 36.86% |
March 31, 2022 | 36.86% |
February 28, 2022 | 36.86% |
January 31, 2022 | 36.86% |
December 31, 2021 | 36.86% |
November 30, 2021 | 36.86% |
October 31, 2021 | 36.86% |
September 30, 2021 | 36.86% |
August 31, 2021 | 36.86% |
July 31, 2021 | 36.86% |
June 30, 2021 | 36.86% |
May 31, 2021 | 36.86% |
April 30, 2021 | 36.86% |
March 31, 2021 | 36.86% |
February 28, 2021 | 36.86% |
January 31, 2021 | 36.86% |
December 31, 2020 | 36.86% |
November 30, 2020 | 36.86% |
October 31, 2020 | 36.86% |
September 30, 2020 | 36.86% |
August 31, 2020 | 36.86% |
July 31, 2020 | 36.86% |
June 30, 2020 | 36.86% |
May 31, 2020 | 36.86% |
April 30, 2020 | 36.86% |
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
19.15%
Minimum
Jun 2019
36.86%
Maximum
Mar 2020
34.20%
Average
36.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares S&P 500 Value ETF | 37.04% |
Vanguard S&P 500 Value ETF | 37.32% |
iShares Russell Top 200 Value ETF | 35.76% |
iShares Russell 1000 Value ETF | 38.51% |
iShares Core S&P US Value ETF | 37.54% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.147 |
Beta (5Y) | 0.9359 |
Alpha (vs YCharts Benchmark) (5Y) | 3.309 |
Beta (vs YCharts Benchmark) (5Y) | 0.9689 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.79% |
Historical Sharpe Ratio (5Y) | 0.6213 |
Historical Sortino (5Y) | 0.6702 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.98% |