Financial Select Sector SPDR® ETF (XLF)
42.09
+0.18
(+0.43%)
USD |
NYSEARCA |
May 21, 11:33
XLF Max Drawdown (5Y): 42.83% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 42.83% |
March 31, 2024 | 42.83% |
February 29, 2024 | 42.83% |
January 31, 2024 | 42.83% |
December 31, 2023 | 42.83% |
November 30, 2023 | 42.83% |
October 31, 2023 | 42.83% |
September 30, 2023 | 42.83% |
August 31, 2023 | 42.83% |
July 31, 2023 | 42.83% |
June 30, 2023 | 42.83% |
May 31, 2023 | 42.83% |
April 30, 2023 | 42.83% |
March 31, 2023 | 42.83% |
February 28, 2023 | 42.83% |
January 31, 2023 | 42.83% |
December 31, 2022 | 42.83% |
November 30, 2022 | 42.83% |
October 31, 2022 | 42.83% |
September 30, 2022 | 42.83% |
August 31, 2022 | 42.83% |
July 31, 2022 | 42.83% |
June 30, 2022 | 42.83% |
May 31, 2022 | 42.83% |
April 30, 2022 | 42.83% |
Date | Value |
---|---|
March 31, 2022 | 42.83% |
February 28, 2022 | 42.83% |
January 31, 2022 | 42.83% |
December 31, 2021 | 42.83% |
November 30, 2021 | 42.83% |
October 31, 2021 | 42.83% |
September 30, 2021 | 42.83% |
August 31, 2021 | 42.83% |
July 31, 2021 | 42.83% |
June 30, 2021 | 42.83% |
May 31, 2021 | 42.83% |
April 30, 2021 | 42.83% |
March 31, 2021 | 42.83% |
February 28, 2021 | 42.83% |
January 31, 2021 | 42.83% |
December 31, 2020 | 42.83% |
November 30, 2020 | 42.83% |
October 31, 2020 | 42.83% |
September 30, 2020 | 42.83% |
August 31, 2020 | 42.83% |
July 31, 2020 | 42.83% |
June 30, 2020 | 42.83% |
May 31, 2020 | 42.83% |
April 30, 2020 | 42.83% |
March 31, 2020 | 42.83% |
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
24.66%
Minimum
May 2019
42.83%
Maximum
Mar 2020
39.80%
Average
42.83%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.634 |
Beta (5Y) | 1.116 |
Alpha (vs YCharts Benchmark) (5Y) | 0.3941 |
Beta (vs YCharts Benchmark) (5Y) | 0.9972 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.02% |
Historical Sharpe Ratio (5Y) | 0.3225 |
Historical Sortino (5Y) | 0.3544 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.21% |