SPDR® Blmbg Intl Trs Bd ETF (BWX)
23.24
+0.08 (+0.35%)
USD |
NYSEARCA |
Jul 01, 16:00
23.25
+0.01 (+0.04%)
After-Hours: 20:00
BWX Max Drawdown (5Y): 27.36% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 27.36% |
| May 31, 2022 | 23.47% |
| April 30, 2022 | 22.45% |
| March 31, 2022 | 17.03% |
| February 28, 2022 | 13.37% |
| January 31, 2022 | 13.37% |
| December 31, 2021 | 14.00% |
| November 30, 2021 | 14.00% |
| October 31, 2021 | 14.60% |
| September 30, 2021 | 14.83% |
| August 31, 2021 | 14.83% |
| July 31, 2021 | 14.83% |
| June 30, 2021 | 14.83% |
| May 31, 2021 | 14.83% |
| April 30, 2021 | 14.83% |
| March 31, 2021 | 14.83% |
| February 28, 2021 | 14.83% |
| January 31, 2021 | 14.83% |
| December 31, 2020 | 14.83% |
| November 30, 2020 | 14.83% |
| October 31, 2020 | 14.83% |
| September 30, 2020 | 14.83% |
| August 31, 2020 | 15.41% |
| July 31, 2020 | 15.41% |
| June 30, 2020 | 15.41% |
| Date | Value |
|---|---|
| May 31, 2020 | 15.41% |
| April 30, 2020 | 15.41% |
| March 31, 2020 | 15.41% |
| February 29, 2020 | 15.41% |
| January 31, 2020 | 15.41% |
| December 31, 2019 | 15.41% |
| November 30, 2019 | 15.41% |
| October 31, 2019 | 15.41% |
| September 30, 2019 | 15.41% |
| August 31, 2019 | 15.41% |
| July 31, 2019 | 15.41% |
| June 30, 2019 | 15.41% |
| May 31, 2019 | 15.41% |
| April 30, 2019 | 15.41% |
| March 31, 2019 | 15.41% |
| February 28, 2019 | 15.41% |
| January 31, 2019 | 15.41% |
| December 31, 2018 | 15.41% |
| November 30, 2018 | 15.41% |
| October 31, 2018 | 15.41% |
| September 30, 2018 | 15.41% |
| August 31, 2018 | 15.41% |
| July 31, 2018 | 15.41% |
| June 30, 2018 | 15.41% |
| May 31, 2018 | 15.41% |
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
13.37%
Minimum
Jan 2022
27.36%
Maximum
Jun 2022
15.64%
Average
15.41%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.334 |
| Beta (5Y) | 1.282 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.09% |
| Historical Sharpe Ratio (5Y) | -0.4593 |
| Historical Sortino (5Y) | -0.5764 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.31% |