SPDR® S&P International Dividend ETF (DWX)
34.96
+0.27
(+0.78%)
USD |
NYSEARCA |
May 03, 16:00
34.96
0.00 (0.00%)
After-Hours: 20:00
DWX Max Drawdown (5Y): 41.83% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 41.83% |
| March 31, 2024 | 41.83% |
| February 29, 2024 | 41.83% |
| January 31, 2024 | 41.83% |
| December 31, 2023 | 41.83% |
| November 30, 2023 | 41.83% |
| October 31, 2023 | 41.83% |
| September 30, 2023 | 41.83% |
| August 31, 2023 | 41.83% |
| July 31, 2023 | 41.83% |
| June 30, 2023 | 41.83% |
| May 31, 2023 | 41.83% |
| April 30, 2023 | 41.83% |
| March 31, 2023 | 41.83% |
| February 28, 2023 | 41.83% |
| January 31, 2023 | 41.83% |
| December 31, 2022 | 41.83% |
| November 30, 2022 | 41.83% |
| October 31, 2022 | 41.83% |
| September 30, 2022 | 41.83% |
| August 31, 2022 | 41.83% |
| July 31, 2022 | 41.83% |
| June 30, 2022 | 41.83% |
| May 31, 2022 | 41.83% |
| April 30, 2022 | 41.83% |
| Date | Value |
|---|---|
| March 31, 2022 | 41.83% |
| February 28, 2022 | 41.83% |
| January 31, 2022 | 41.83% |
| December 31, 2021 | 41.83% |
| November 30, 2021 | 41.83% |
| October 31, 2021 | 41.83% |
| September 30, 2021 | 41.83% |
| August 31, 2021 | 41.83% |
| July 31, 2021 | 41.83% |
| June 30, 2021 | 41.83% |
| May 31, 2021 | 41.83% |
| April 30, 2021 | 41.83% |
| March 31, 2021 | 41.83% |
| February 28, 2021 | 41.83% |
| January 31, 2021 | 42.09% |
| December 31, 2020 | 43.04% |
| November 30, 2020 | 50.66% |
| October 31, 2020 | 51.07% |
| September 30, 2020 | 51.07% |
| August 31, 2020 | 51.07% |
| July 31, 2020 | 51.07% |
| June 30, 2020 | 51.07% |
| May 31, 2020 | 51.07% |
| April 30, 2020 | 51.07% |
| March 31, 2020 | 51.07% |
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
41.83%
Minimum
Feb 2021
51.07%
Maximum
May 2019
44.78%
Average
41.83%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.957 |
| Beta (5Y) | 0.842 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.188 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8336 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.24% |
| Historical Sharpe Ratio (5Y) | -0.2435 |
| Historical Sortino (5Y) | -0.2528 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.87% |