SPDR® Kensho Clean Power ETF (CNRG)
60.98
+0.11
(+0.18%)
USD |
NYSEARCA |
Nov 15, 12:49
CNRG Max Drawdown (5Y): 59.58% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 59.58% |
| September 30, 2024 | 59.58% |
| August 31, 2024 | 59.58% |
| July 31, 2024 | 59.58% |
| June 30, 2024 | 59.58% |
| May 31, 2024 | 59.58% |
| April 30, 2024 | 59.58% |
| March 31, 2024 | 58.96% |
| February 29, 2024 | 58.96% |
| January 31, 2024 | 58.96% |
| December 31, 2023 | 58.96% |
| November 30, 2023 | 58.96% |
| October 31, 2023 | 58.96% |
| September 30, 2023 | 52.62% |
| August 31, 2023 | 51.72% |
| July 31, 2023 | 51.72% |
| June 30, 2023 | 51.72% |
| May 31, 2023 | 51.72% |
| April 30, 2023 | 51.72% |
| March 31, 2023 | 51.72% |
| February 28, 2023 | 51.72% |
| January 31, 2023 | 51.72% |
| December 31, 2022 | 51.72% |
| November 30, 2022 | 51.72% |
| October 31, 2022 | 51.72% |
| Date | Value |
|---|---|
| September 30, 2022 | 51.72% |
| August 31, 2022 | 51.72% |
| July 31, 2022 | 51.72% |
| June 30, 2022 | 51.72% |
| May 31, 2022 | 51.72% |
| April 30, 2022 | 48.93% |
| March 31, 2022 | 48.93% |
| February 28, 2022 | 48.93% |
| January 31, 2022 | 48.93% |
| December 31, 2021 | 44.21% |
| November 30, 2021 | 44.21% |
| October 31, 2021 | 44.21% |
| September 30, 2021 | 44.21% |
| August 31, 2021 | 44.21% |
| July 31, 2021 | 44.21% |
| June 30, 2021 | 44.21% |
| May 31, 2021 | 44.21% |
| April 30, 2021 | 44.21% |
| March 31, 2021 | 44.21% |
| February 28, 2021 | 44.21% |
| January 31, 2021 | 44.21% |
| December 31, 2020 | 44.21% |
| November 30, 2020 | 44.21% |
| October 31, 2020 | 44.21% |
| September 30, 2020 | 44.21% |
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
14.18%
Minimum
Nov 2019
59.58%
Maximum
Apr 2024
47.97%
Average
50.33%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.028 |
| Beta (5Y) | 1.346 |
| Alpha (vs YCharts Benchmark) (5Y) | -7.482 |
| Beta (vs YCharts Benchmark) (5Y) | 1.275 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.86% |
| Historical Sharpe Ratio (5Y) | 0.2198 |
| Historical Sortino (5Y) | 0.3909 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.78% |