SPDR® S&P® International Dividend ETF (DWX)
36.50
+0.09
(+0.25%)
USD |
NYSEARCA |
Nov 25, 16:00
36.51
+0.01
(+0.02%)
After-Hours: 20:00
DWX Max Drawdown (5Y): 36.03% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 36.03% |
| September 30, 2024 | 36.03% |
| August 31, 2024 | 36.03% |
| July 31, 2024 | 36.03% |
| June 30, 2024 | 36.03% |
| May 31, 2024 | 36.03% |
| April 30, 2024 | 36.03% |
| March 31, 2024 | 36.03% |
| February 29, 2024 | 36.03% |
| January 31, 2024 | 36.03% |
| December 31, 2023 | 36.03% |
| November 30, 2023 | 36.03% |
| October 31, 2023 | 36.03% |
| September 30, 2023 | 36.03% |
| August 31, 2023 | 36.03% |
| July 31, 2023 | 36.03% |
| June 30, 2023 | 36.03% |
| May 31, 2023 | 36.03% |
| April 30, 2023 | 36.03% |
| March 31, 2023 | 36.03% |
| February 28, 2023 | 36.03% |
| January 31, 2023 | 36.03% |
| December 31, 2022 | 36.03% |
| November 30, 2022 | 36.03% |
| October 31, 2022 | 36.03% |
| Date | Value |
|---|---|
| September 30, 2022 | 36.03% |
| August 31, 2022 | 36.03% |
| July 31, 2022 | 36.03% |
| June 30, 2022 | 36.03% |
| May 31, 2022 | 36.03% |
| April 30, 2022 | 36.03% |
| March 31, 2022 | 36.03% |
| February 28, 2022 | 36.03% |
| January 31, 2022 | 36.03% |
| December 31, 2021 | 36.03% |
| November 30, 2021 | 36.03% |
| October 31, 2021 | 36.03% |
| September 30, 2021 | 36.03% |
| August 31, 2021 | 36.03% |
| July 31, 2021 | 36.03% |
| June 30, 2021 | 36.03% |
| May 31, 2021 | 36.03% |
| April 30, 2021 | 36.03% |
| March 31, 2021 | 36.03% |
| February 28, 2021 | 36.03% |
| January 31, 2021 | 36.03% |
| December 31, 2020 | 36.03% |
| November 30, 2020 | 37.42% |
| October 31, 2020 | 37.95% |
| September 30, 2020 | 37.95% |
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
36.03%
Minimum
Dec 2020
37.95%
Maximum
Nov 2019
36.44%
Average
36.03%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.704 |
| Beta (5Y) | 0.8603 |
| Alpha (vs YCharts Benchmark) (5Y) | -7.704 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7781 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.21% |
| Historical Sharpe Ratio (5Y) | 0.013 |
| Historical Sortino (5Y) | 0.0135 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.88% |