SPDR Bloomberg Convertible Securities ETF (CWB)

78.73 -0.71 (-0.89%) USD  |  NYSEARCA  |  Dec 27, 16:00
78.68 -0.05 (-0.06%) Pre-Market: 20:00
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CWB Max Drawdown (5Y): 32.06% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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iShares Convertible Bond ETF 33.14%
Bancroft Fund Ltd 48.78%
Ellsworth Growth and Income Fund Ltd 47.25%
Advent Convertible & Income Fund 49.75%
CALAMOS CONVERTIBLE OPPORTUNITIES & INCOME FUND 49.56%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.813
Beta (5Y) 0.7765
Alpha (vs YCharts Benchmark) (5Y) 13.44
Beta (vs YCharts Benchmark) (5Y) 1.276
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 19.28%
Historical Sharpe Ratio (5Y) 0.4439
Historical Sortino (5Y) 0.544
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.40%