SPDR® Blmbg Convert Secs ETF (CWB)
70.63
-0.10
(-0.14%)
USD |
NYSEARCA |
Apr 24, 16:00
71.25
+0.62
(+0.88%)
After-Hours: 20:00
CWB Max Drawdown (5Y): 32.06% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 32.06% |
| February 29, 2024 | 32.06% |
| January 31, 2024 | 32.06% |
| December 31, 2023 | 32.06% |
| November 30, 2023 | 32.06% |
| October 31, 2023 | 32.06% |
| September 30, 2023 | 32.06% |
| August 31, 2023 | 32.06% |
| July 31, 2023 | 32.06% |
| June 30, 2023 | 32.06% |
| May 31, 2023 | 32.06% |
| April 30, 2023 | 32.06% |
| March 31, 2023 | 32.06% |
| February 28, 2023 | 32.06% |
| January 31, 2023 | 32.06% |
| December 31, 2022 | 32.06% |
| November 30, 2022 | 32.06% |
| October 31, 2022 | 32.06% |
| September 30, 2022 | 32.06% |
| August 31, 2022 | 32.06% |
| July 31, 2022 | 32.06% |
| June 30, 2022 | 32.06% |
| May 31, 2022 | 32.06% |
| April 30, 2022 | 32.06% |
| March 31, 2022 | 32.06% |
| Date | Value |
|---|---|
| February 28, 2022 | 32.06% |
| January 31, 2022 | 32.06% |
| December 31, 2021 | 32.06% |
| November 30, 2021 | 32.06% |
| October 31, 2021 | 32.06% |
| September 30, 2021 | 32.06% |
| August 31, 2021 | 32.06% |
| July 31, 2021 | 32.06% |
| June 30, 2021 | 32.06% |
| May 31, 2021 | 32.06% |
| April 30, 2021 | 32.06% |
| March 31, 2021 | 32.06% |
| February 28, 2021 | 32.06% |
| January 31, 2021 | 32.06% |
| December 31, 2020 | 32.06% |
| November 30, 2020 | 32.06% |
| October 31, 2020 | 32.06% |
| September 30, 2020 | 32.06% |
| August 31, 2020 | 32.06% |
| July 31, 2020 | 32.06% |
| June 30, 2020 | 32.06% |
| May 31, 2020 | 32.06% |
| April 30, 2020 | 32.06% |
| March 31, 2020 | 32.06% |
| February 29, 2020 | 15.95% |
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
15.95%
Minimum
Apr 2019
32.06%
Maximum
Mar 2020
29.11%
Average
32.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.592 |
| Beta (5Y) | 0.7756 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.592 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7756 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.35% |
| Historical Sharpe Ratio (5Y) | 0.3892 |
| Historical Sortino (5Y) | 0.4811 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.40% |