SPDR® S&P Retail ETF (XRT)
74.29
+0.87
(+1.18%)
USD |
NYSEARCA |
May 06, 16:00
74.29
0.00 (0.00%)
After-Hours: 20:00
XRT Max Drawdown (5Y): 47.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 47.00% |
March 31, 2024 | 47.00% |
February 29, 2024 | 47.00% |
January 31, 2024 | 47.00% |
December 31, 2023 | 47.00% |
November 30, 2023 | 47.00% |
October 31, 2023 | 47.00% |
September 30, 2023 | 47.00% |
August 31, 2023 | 47.00% |
July 31, 2023 | 47.00% |
June 30, 2023 | 47.00% |
May 31, 2023 | 47.00% |
April 30, 2023 | 47.00% |
March 31, 2023 | 47.00% |
February 28, 2023 | 47.00% |
January 31, 2023 | 47.00% |
December 31, 2022 | 47.00% |
November 30, 2022 | 47.00% |
October 31, 2022 | 47.00% |
September 30, 2022 | 47.00% |
August 31, 2022 | 47.00% |
July 31, 2022 | 47.00% |
June 30, 2022 | 47.00% |
May 31, 2022 | 47.00% |
April 30, 2022 | 47.00% |
Date | Value |
---|---|
March 31, 2022 | 47.00% |
February 28, 2022 | 47.00% |
January 31, 2022 | 47.00% |
December 31, 2021 | 47.00% |
November 30, 2021 | 47.00% |
October 31, 2021 | 47.00% |
September 30, 2021 | 47.00% |
August 31, 2021 | 47.00% |
July 31, 2021 | 47.00% |
June 30, 2021 | 47.00% |
May 31, 2021 | 47.00% |
April 30, 2021 | 47.00% |
March 31, 2021 | 47.00% |
February 28, 2021 | 47.00% |
January 31, 2021 | 47.00% |
December 31, 2020 | 47.00% |
November 30, 2020 | 47.00% |
October 31, 2020 | 47.00% |
September 30, 2020 | 47.00% |
August 31, 2020 | 47.00% |
July 31, 2020 | 47.00% |
June 30, 2020 | 47.00% |
May 31, 2020 | 47.00% |
April 30, 2020 | 47.00% |
March 31, 2020 | 47.00% |
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
26.22%
Minimum
May 2019
47.00%
Maximum
Mar 2020
43.62%
Average
47.00%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.808 |
Beta (5Y) | 1.435 |
Alpha (vs YCharts Benchmark) (5Y) | -0.102 |
Beta (vs YCharts Benchmark) (5Y) | 1.292 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.03% |
Historical Sharpe Ratio (5Y) | 0.2889 |
Historical Sortino (5Y) | 0.4347 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.84% |