SPDR® S&P Emerging Markets Dividend ETF (EDIV)
33.46
+0.31
(+0.92%)
USD |
NYSEARCA |
Apr 25, 16:00
33.43
-0.03
(-0.08%)
Pre-Market: 20:00
EDIV Max Drawdown (5Y): 40.75% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 40.75% |
February 29, 2024 | 40.75% |
January 31, 2024 | 40.75% |
December 31, 2023 | 40.75% |
November 30, 2023 | 40.75% |
October 31, 2023 | 40.75% |
September 30, 2023 | 40.75% |
August 31, 2023 | 40.75% |
July 31, 2023 | 40.75% |
June 30, 2023 | 40.75% |
May 31, 2023 | 40.75% |
April 30, 2023 | 40.75% |
March 31, 2023 | 40.75% |
February 28, 2023 | 40.75% |
January 31, 2023 | 40.75% |
December 31, 2022 | 40.75% |
November 30, 2022 | 40.75% |
October 31, 2022 | 40.75% |
September 30, 2022 | 40.75% |
August 31, 2022 | 40.75% |
July 31, 2022 | 40.75% |
June 30, 2022 | 40.75% |
May 31, 2022 | 40.75% |
April 30, 2022 | 40.75% |
March 31, 2022 | 40.75% |
Date | Value |
---|---|
February 28, 2022 | 40.75% |
January 31, 2022 | 40.75% |
December 31, 2021 | 40.75% |
November 30, 2021 | 40.75% |
October 31, 2021 | 40.75% |
September 30, 2021 | 40.75% |
August 31, 2021 | 40.95% |
July 31, 2021 | 40.95% |
June 30, 2021 | 40.95% |
May 31, 2021 | 40.95% |
April 30, 2021 | 40.95% |
March 31, 2021 | 43.01% |
February 28, 2021 | 44.89% |
January 31, 2021 | 44.89% |
December 31, 2020 | 44.89% |
November 30, 2020 | 50.14% |
October 31, 2020 | 53.33% |
September 30, 2020 | 53.33% |
August 31, 2020 | 53.33% |
July 31, 2020 | 53.33% |
June 30, 2020 | 53.33% |
May 31, 2020 | 53.33% |
April 30, 2020 | 53.33% |
March 31, 2020 | 53.33% |
February 29, 2020 | 53.33% |
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
40.75%
Minimum
Sep 2021
53.33%
Maximum
Apr 2019
45.15%
Average
40.75%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.0762 |
Beta (5Y) | 0.8787 |
Alpha (vs YCharts Benchmark) (5Y) | 3.065 |
Beta (vs YCharts Benchmark) (5Y) | 0.8136 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.86% |
Historical Sharpe Ratio (5Y) | 0.1891 |
Historical Sortino (5Y) | 0.2017 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.41% |