SPDR® SSGA Fixed Inc Sect Rotation ETF (FISR)
25.70
+0.08
(+0.29%)
USD |
NYSEARCA |
Nov 14, 13:08
FISR Max Drawdown (5Y): 20.27% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 20.27% |
| September 30, 2024 | 20.27% |
| August 31, 2024 | 20.27% |
| July 31, 2024 | 20.27% |
| June 30, 2024 | 20.27% |
| May 31, 2024 | 20.27% |
| April 30, 2024 | 20.27% |
| March 31, 2024 | 20.27% |
| February 29, 2024 | 20.27% |
| January 31, 2024 | 20.27% |
| December 31, 2023 | 20.27% |
| November 30, 2023 | 20.27% |
| October 31, 2023 | 20.27% |
| September 30, 2023 | 20.27% |
| August 31, 2023 | 20.27% |
| July 31, 2023 | 20.27% |
| June 30, 2023 | 20.27% |
| May 31, 2023 | 20.27% |
| April 30, 2023 | 20.27% |
| March 31, 2023 | 20.27% |
| February 28, 2023 | 20.27% |
| January 31, 2023 | 20.27% |
| December 31, 2022 | 20.27% |
| November 30, 2022 | 20.27% |
| October 31, 2022 | 20.27% |
| Date | Value |
|---|---|
| September 30, 2022 | 18.78% |
| August 31, 2022 | 15.92% |
| July 31, 2022 | 15.92% |
| June 30, 2022 | 15.92% |
| May 31, 2022 | 13.79% |
| April 30, 2022 | 12.39% |
| March 31, 2022 | 9.28% |
| February 28, 2022 | 7.70% |
| January 31, 2022 | 7.70% |
| December 31, 2021 | 7.70% |
| November 30, 2021 | 7.70% |
| October 31, 2021 | 7.70% |
| September 30, 2021 | 7.70% |
| August 31, 2021 | 7.70% |
| July 31, 2021 | 7.70% |
| June 30, 2021 | 7.70% |
| May 31, 2021 | 7.70% |
| April 30, 2021 | 7.70% |
| March 31, 2021 | 7.70% |
| February 28, 2021 | 7.70% |
| January 31, 2021 | 7.70% |
| December 31, 2020 | 7.70% |
| November 30, 2020 | 7.70% |
| October 31, 2020 | 7.70% |
| September 30, 2020 | 7.70% |
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
1.60%
Minimum
Nov 2019
20.27%
Maximum
Oct 2022
13.33%
Average
13.09%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.8442 |
| Beta (5Y) | 1.052 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.2547 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8297 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.86% |
| Historical Sharpe Ratio (5Y) | -0.5213 |
| Historical Sortino (5Y) | -0.8065 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.44% |