SPDR® Blmbg 1-3 Mth T-Bill ETF (BIL)
91.71
0.00 (0.00%)
USD |
NYSEARCA |
Apr 24, 16:00
91.73
+0.02
(+0.02%)
After-Hours: 20:00
BIL Max Drawdown (5Y): 0.21% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 0.21% |
| February 29, 2024 | 0.21% |
| January 31, 2024 | 0.21% |
| December 31, 2023 | 0.21% |
| November 30, 2023 | 0.21% |
| October 31, 2023 | 0.21% |
| September 30, 2023 | 0.21% |
| August 31, 2023 | 0.21% |
| July 31, 2023 | 0.21% |
| June 30, 2023 | 0.21% |
| May 31, 2023 | 0.21% |
| April 30, 2023 | 0.21% |
| March 31, 2023 | 0.21% |
| February 28, 2023 | 0.21% |
| January 31, 2023 | 0.21% |
| December 31, 2022 | 0.21% |
| November 30, 2022 | 0.21% |
| October 31, 2022 | 0.21% |
| September 30, 2022 | 0.21% |
| August 31, 2022 | 0.21% |
| July 31, 2022 | 0.21% |
| June 30, 2022 | 0.21% |
| May 31, 2022 | 0.21% |
| April 30, 2022 | 0.21% |
| March 31, 2022 | 0.21% |
| Date | Value |
|---|---|
| February 28, 2022 | 0.21% |
| January 31, 2022 | 0.20% |
| December 31, 2021 | 0.19% |
| November 30, 2021 | 0.19% |
| October 31, 2021 | 0.20% |
| September 30, 2021 | 0.22% |
| August 31, 2021 | 0.28% |
| July 31, 2021 | 0.28% |
| June 30, 2021 | 0.30% |
| May 31, 2021 | 0.30% |
| April 30, 2021 | 0.32% |
| March 31, 2021 | 0.34% |
| February 28, 2021 | 0.37% |
| January 31, 2021 | 0.37% |
| December 31, 2020 | 0.41% |
| November 30, 2020 | 0.43% |
| October 31, 2020 | 0.43% |
| September 30, 2020 | 0.43% |
| August 31, 2020 | 0.43% |
| July 31, 2020 | 0.43% |
| June 30, 2020 | 0.43% |
| May 31, 2020 | 0.43% |
| April 30, 2020 | 0.43% |
| March 31, 2020 | 0.43% |
| February 29, 2020 | 0.43% |
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
0.19%
Minimum
Dec 2021
0.43%
Maximum
Apr 2019
0.30%
Average
0.21%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.1047 |
| Beta (5Y) | 0.0116 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.1047 |
| Beta (vs YCharts Benchmark) (5Y) | 0.0116 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 0.60% |
| Historical Sharpe Ratio (5Y) | -0.2047 |
| Historical Sortino (5Y) | -3.645 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 0.02% |