SPDR® DoubleLine® Emerg Mkts Fxd Inc ETF (EMTL)
41.50
-0.14
(-0.35%)
USD |
BATS |
May 01, 16:00
EMTL Max Drawdown (5Y): 22.91% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 22.91% |
| March 31, 2024 | 22.91% |
| February 29, 2024 | 22.91% |
| January 31, 2024 | 22.91% |
| December 31, 2023 | 22.91% |
| November 30, 2023 | 22.91% |
| October 31, 2023 | 22.91% |
| September 30, 2023 | 22.91% |
| August 31, 2023 | 22.91% |
| July 31, 2023 | 22.91% |
| June 30, 2023 | 22.91% |
| May 31, 2023 | 22.91% |
| April 30, 2023 | 22.91% |
| March 31, 2023 | 22.91% |
| February 28, 2023 | 22.91% |
| January 31, 2023 | 22.91% |
| December 31, 2022 | 22.91% |
| November 30, 2022 | 22.91% |
| October 31, 2022 | 22.91% |
| September 30, 2022 | 20.54% |
| August 31, 2022 | 16.68% |
| July 31, 2022 | 16.68% |
| June 30, 2022 | 16.06% |
| May 31, 2022 | 14.48% |
| April 30, 2022 | 14.48% |
| Date | Value |
|---|---|
| March 31, 2022 | 14.48% |
| February 28, 2022 | 14.48% |
| January 31, 2022 | 14.48% |
| December 31, 2021 | 14.48% |
| November 30, 2021 | 14.48% |
| October 31, 2021 | 14.48% |
| September 30, 2021 | 14.48% |
| August 31, 2021 | 14.48% |
| July 31, 2021 | 14.48% |
| June 30, 2021 | 14.48% |
| May 31, 2021 | 14.48% |
| April 30, 2021 | 14.48% |
| March 31, 2021 | 14.48% |
| February 28, 2021 | 14.48% |
| January 31, 2021 | 14.48% |
| December 31, 2020 | 14.48% |
| November 30, 2020 | 14.48% |
| October 31, 2020 | 14.48% |
| September 30, 2020 | 14.48% |
| August 31, 2020 | 14.48% |
| July 31, 2020 | 14.48% |
| June 30, 2020 | 14.48% |
| May 31, 2020 | 14.48% |
| April 30, 2020 | 14.48% |
| March 31, 2020 | 14.48% |
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
3.82%
Minimum
May 2019
22.91%
Maximum
Oct 2022
15.58%
Average
14.48%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.067 |
| Beta (5Y) | 1.039 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.1314 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9737 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 9.45% |
| Historical Sharpe Ratio (5Y) | -0.1293 |
| Historical Sortino (5Y) | -0.1312 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.23% |