SPDR MSCI ACWI ex-US ETF (CWI)

28.13 -0.07 (-0.25%) USD  |  NYSEARCA  |  Dec 27, 16:00
28.13 0.00 (0.00%) After-Hours: 20:00
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CWI Max Drawdown (5Y): 34.64% 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 MSCI ACWI ex US ETF 35.35%
Vanguard Developed Markets Index Fund ETF 35.73%
Vanguard FTSE All-World ex US Index Fund ETF 34.98%
SPDR Portfolio Developed World ex-US ETF 34.97%
Schwab International Equity ETF 34.91%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.4574
Beta (5Y) 0.9951
Alpha (vs YCharts Benchmark) (5Y) 0.4574
Beta (vs YCharts Benchmark) (5Y) 0.9951
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 18.87%
Historical Sharpe Ratio (5Y) 0.1821
Historical Sortino (5Y) 0.2123
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.47%