SPDR® Dow Jones Industrial Avrg ETF Tr (DIA)
382.28
+1.36
(+0.36%)
USD |
NYSEARCA |
Apr 26, 16:00
382.44
+0.16
(+0.04%)
After-Hours: 16:03
DIA Max Drawdown (5Y): 36.69% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 36.69% |
February 29, 2024 | 36.69% |
January 31, 2024 | 36.69% |
December 31, 2023 | 36.69% |
November 30, 2023 | 36.69% |
October 31, 2023 | 36.69% |
September 30, 2023 | 36.69% |
August 31, 2023 | 36.69% |
July 31, 2023 | 36.69% |
June 30, 2023 | 36.69% |
May 31, 2023 | 36.69% |
April 30, 2023 | 36.69% |
March 31, 2023 | 36.69% |
February 28, 2023 | 36.69% |
January 31, 2023 | 36.69% |
December 31, 2022 | 36.69% |
November 30, 2022 | 36.69% |
October 31, 2022 | 36.69% |
September 30, 2022 | 36.69% |
August 31, 2022 | 36.69% |
July 31, 2022 | 36.69% |
June 30, 2022 | 36.69% |
May 31, 2022 | 36.69% |
April 30, 2022 | 36.69% |
March 31, 2022 | 36.69% |
Date | Value |
---|---|
February 28, 2022 | 36.69% |
January 31, 2022 | 36.69% |
December 31, 2021 | 36.69% |
November 30, 2021 | 36.69% |
October 31, 2021 | 36.69% |
September 30, 2021 | 36.69% |
August 31, 2021 | 36.69% |
July 31, 2021 | 36.69% |
June 30, 2021 | 36.69% |
May 31, 2021 | 36.69% |
April 30, 2021 | 36.69% |
March 31, 2021 | 36.69% |
February 28, 2021 | 36.69% |
January 31, 2021 | 36.69% |
December 31, 2020 | 36.69% |
November 30, 2020 | 36.69% |
October 31, 2020 | 36.69% |
September 30, 2020 | 36.69% |
August 31, 2020 | 36.69% |
July 31, 2020 | 36.69% |
June 30, 2020 | 36.69% |
May 31, 2020 | 36.69% |
April 30, 2020 | 36.69% |
March 31, 2020 | 36.69% |
February 29, 2020 | 18.14% |
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
18.14%
Minimum
Apr 2019
36.69%
Maximum
Mar 2020
33.29%
Average
36.69%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.051 |
Beta (5Y) | 0.9337 |
Alpha (vs YCharts Benchmark) (5Y) | 1.431 |
Beta (vs YCharts Benchmark) (5Y) | 0.9263 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.60% |
Historical Sharpe Ratio (5Y) | 0.4913 |
Historical Sortino (5Y) | 0.5237 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.62% |