SPDR® Blmbg Intl Trs Bd ETF (BWX)
21.65
+0.05
(+0.23%)
USD |
NYSEARCA |
Apr 23, 16:00
21.66
+0.02
(+0.07%)
After-Hours: 20:00
BWX Max Drawdown (5Y): 34.05% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 34.05% |
February 29, 2024 | 34.05% |
January 31, 2024 | 34.05% |
December 31, 2023 | 34.05% |
November 30, 2023 | 34.05% |
October 31, 2023 | 34.05% |
September 30, 2023 | 34.05% |
August 31, 2023 | 34.05% |
July 31, 2023 | 34.05% |
June 30, 2023 | 34.05% |
May 31, 2023 | 34.05% |
April 30, 2023 | 34.05% |
March 31, 2023 | 34.05% |
February 28, 2023 | 34.05% |
January 31, 2023 | 34.05% |
December 31, 2022 | 34.05% |
November 30, 2022 | 34.05% |
October 31, 2022 | 34.05% |
September 30, 2022 | 33.83% |
August 31, 2022 | 28.16% |
July 31, 2022 | 27.36% |
June 30, 2022 | 27.36% |
May 31, 2022 | 23.47% |
April 30, 2022 | 22.45% |
March 31, 2022 | 17.03% |
Date | Value |
---|---|
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% |
May 31, 2020 | 15.41% |
April 30, 2020 | 15.41% |
March 31, 2020 | 15.41% |
February 29, 2020 | 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
34.05%
Maximum
Oct 2022
21.95%
Average
15.41%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.868 |
Beta (5Y) | 1.460 |
Alpha (vs YCharts Benchmark) (5Y) | -1.092 |
Beta (vs YCharts Benchmark) (5Y) | 1.316 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 9.93% |
Historical Sharpe Ratio (5Y) | -0.5293 |
Historical Sortino (5Y) | -0.7883 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.38% |