SPDR® MSCI ACWI ex-US ETF (CWI)
27.50
+0.32
(+1.18%)
USD |
NYSEARCA |
Apr 22, 16:00
27.50
0.00 (0.00%)
Pre-Market: 20:00
CWI Max Drawdown (5Y): 34.64% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 34.64% |
February 29, 2024 | 34.64% |
January 31, 2024 | 34.64% |
December 31, 2023 | 34.64% |
November 30, 2023 | 34.64% |
October 31, 2023 | 34.64% |
September 30, 2023 | 34.64% |
August 31, 2023 | 34.64% |
July 31, 2023 | 34.64% |
June 30, 2023 | 34.64% |
May 31, 2023 | 34.64% |
April 30, 2023 | 34.64% |
March 31, 2023 | 34.64% |
February 28, 2023 | 34.64% |
January 31, 2023 | 34.64% |
December 31, 2022 | 34.64% |
November 30, 2022 | 34.64% |
October 31, 2022 | 34.64% |
September 30, 2022 | 34.64% |
August 31, 2022 | 34.64% |
July 31, 2022 | 34.64% |
June 30, 2022 | 34.64% |
May 31, 2022 | 34.64% |
April 30, 2022 | 34.64% |
March 31, 2022 | 34.64% |
Date | Value |
---|---|
February 28, 2022 | 34.64% |
January 31, 2022 | 34.64% |
December 31, 2021 | 34.64% |
November 30, 2021 | 34.64% |
October 31, 2021 | 34.64% |
September 30, 2021 | 34.64% |
August 31, 2021 | 34.64% |
July 31, 2021 | 34.64% |
June 30, 2021 | 34.64% |
May 31, 2021 | 34.64% |
April 30, 2021 | 34.64% |
March 31, 2021 | 34.64% |
February 28, 2021 | 34.64% |
January 31, 2021 | 34.64% |
December 31, 2020 | 34.64% |
November 30, 2020 | 34.64% |
October 31, 2020 | 34.64% |
September 30, 2020 | 34.64% |
August 31, 2020 | 34.64% |
July 31, 2020 | 34.64% |
June 30, 2020 | 34.64% |
May 31, 2020 | 34.64% |
April 30, 2020 | 34.64% |
March 31, 2020 | 34.64% |
February 29, 2020 | 25.24% |
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
25.24%
Minimum
Apr 2019
34.64%
Maximum
Mar 2020
32.91%
Average
34.64%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.3163 |
Beta (5Y) | 0.9946 |
Alpha (vs YCharts Benchmark) (5Y) | -0.1955 |
Beta (vs YCharts Benchmark) (5Y) | 0.9952 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.97% |
Historical Sharpe Ratio (5Y) | 0.2248 |
Historical Sortino (5Y) | 0.2583 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.47% |