SPDR® Blmbg Em Mkts Lcl Bd ETF (EBND)
19.94
+0.06
(+0.30%)
USD |
NYSEARCA |
Apr 26, 16:00
19.94
0.00 (0.00%)
After-Hours: 20:00
EBND Max Drawdown (5Y): 29.50% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 29.50% |
| February 29, 2024 | 29.50% |
| January 31, 2024 | 29.50% |
| December 31, 2023 | 29.50% |
| November 30, 2023 | 29.50% |
| October 31, 2023 | 29.50% |
| September 30, 2023 | 29.50% |
| August 31, 2023 | 29.50% |
| July 31, 2023 | 29.50% |
| June 30, 2023 | 29.50% |
| May 31, 2023 | 29.50% |
| April 30, 2023 | 29.50% |
| March 31, 2023 | 29.50% |
| February 28, 2023 | 29.50% |
| January 31, 2023 | 29.50% |
| December 31, 2022 | 29.50% |
| November 30, 2022 | 29.50% |
| October 31, 2022 | 29.50% |
| September 30, 2022 | 28.12% |
| August 31, 2022 | 25.79% |
| July 31, 2022 | 25.79% |
| June 30, 2022 | 24.43% |
| May 31, 2022 | 23.08% |
| April 30, 2022 | 20.40% |
| March 31, 2022 | 18.29% |
| Date | Value |
|---|---|
| February 28, 2022 | 16.22% |
| January 31, 2022 | 16.22% |
| December 31, 2021 | 16.53% |
| November 30, 2021 | 16.82% |
| October 31, 2021 | 19.85% |
| September 30, 2021 | 20.83% |
| August 31, 2021 | 21.37% |
| July 31, 2021 | 21.37% |
| June 30, 2021 | 21.37% |
| May 31, 2021 | 21.37% |
| April 30, 2021 | 21.37% |
| March 31, 2021 | 21.37% |
| February 28, 2021 | 21.37% |
| January 31, 2021 | 21.37% |
| December 31, 2020 | 21.97% |
| November 30, 2020 | 25.27% |
| October 31, 2020 | 27.32% |
| September 30, 2020 | 27.32% |
| August 31, 2020 | 27.32% |
| July 31, 2020 | 27.32% |
| June 30, 2020 | 27.32% |
| May 31, 2020 | 27.32% |
| April 30, 2020 | 27.32% |
| March 31, 2020 | 27.32% |
| February 29, 2020 | 27.32% |
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
16.22%
Minimum
Jan 2022
29.50%
Maximum
Oct 2022
25.68%
Average
27.32%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.9526 |
| Beta (5Y) | 1.216 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.956 |
| Beta (vs YCharts Benchmark) (5Y) | 1.065 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.27% |
| Historical Sharpe Ratio (5Y) | -0.2609 |
| Historical Sortino (5Y) | -0.3442 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.49% |