SPDR® Blmbg ST Intrn TrsBd ETF (BWZ)
26.06
+0.12
(+0.44%)
USD |
NYSEARCA |
May 09, 16:00
26.05
0.00 (0.00%)
After-Hours: 20:00
BWZ Max Drawdown (5Y): 24.90% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 24.90% |
March 31, 2024 | 24.90% |
February 29, 2024 | 24.90% |
January 31, 2024 | 24.90% |
December 31, 2023 | 24.90% |
November 30, 2023 | 24.90% |
October 31, 2023 | 24.90% |
September 30, 2023 | 24.90% |
August 31, 2023 | 24.90% |
July 31, 2023 | 24.90% |
June 30, 2023 | 24.90% |
May 31, 2023 | 24.90% |
April 30, 2023 | 24.90% |
March 31, 2023 | 24.90% |
February 28, 2023 | 24.90% |
January 31, 2023 | 24.90% |
December 31, 2022 | 24.90% |
November 30, 2022 | 24.90% |
October 31, 2022 | 24.90% |
September 30, 2022 | 24.90% |
August 31, 2022 | 20.56% |
July 31, 2022 | 20.28% |
June 30, 2022 | 18.69% |
May 31, 2022 | 16.78% |
April 30, 2022 | 16.05% |
Date | Value |
---|---|
March 31, 2022 | 16.58% |
February 28, 2022 | 18.39% |
January 31, 2022 | 19.04% |
December 31, 2021 | 19.98% |
November 30, 2021 | 20.01% |
October 31, 2021 | 21.57% |
September 30, 2021 | 21.68% |
August 31, 2021 | 21.68% |
July 31, 2021 | 21.68% |
June 30, 2021 | 21.68% |
May 31, 2021 | 21.68% |
April 30, 2021 | 21.68% |
March 31, 2021 | 21.68% |
February 28, 2021 | 21.68% |
January 31, 2021 | 21.68% |
December 31, 2020 | 21.68% |
November 30, 2020 | 23.23% |
October 31, 2020 | 23.57% |
September 30, 2020 | 23.57% |
August 31, 2020 | 23.72% |
July 31, 2020 | 23.72% |
June 30, 2020 | 23.72% |
May 31, 2020 | 23.72% |
April 30, 2020 | 23.72% |
March 31, 2020 | 23.72% |
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
16.05%
Minimum
Apr 2022
24.90%
Maximum
Sep 2022
22.88%
Average
23.72%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.782 |
Beta (5Y) | 0.8827 |
Alpha (vs YCharts Benchmark) (5Y) | -1.550 |
Beta (vs YCharts Benchmark) (5Y) | 0.868 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.02% |
Historical Sharpe Ratio (5Y) | -0.6733 |
Historical Sortino (5Y) | -1.081 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.57% |