SPDR® S&P Kensho Future Security ETF (FITE)
64.54
-1.03
(-1.57%)
USD |
NYSEARCA |
Nov 15, 16:00
64.55
+0.01
(+0.02%)
Pre-Market: 20:00
FITE Max Drawdown (5Y): 36.90% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 36.90% |
September 30, 2024 | 36.90% |
August 31, 2024 | 36.90% |
July 31, 2024 | 36.90% |
June 30, 2024 | 36.90% |
May 31, 2024 | 36.90% |
April 30, 2024 | 36.90% |
March 31, 2024 | 36.90% |
February 29, 2024 | 36.90% |
January 31, 2024 | 36.90% |
December 31, 2023 | 36.90% |
November 30, 2023 | 36.90% |
October 31, 2023 | 36.90% |
September 30, 2023 | 36.90% |
August 31, 2023 | 36.90% |
July 31, 2023 | 36.90% |
June 30, 2023 | 36.90% |
May 31, 2023 | 36.90% |
April 30, 2023 | 36.90% |
March 31, 2023 | 36.90% |
February 28, 2023 | 36.90% |
January 31, 2023 | 36.90% |
December 31, 2022 | 36.90% |
November 30, 2022 | 36.90% |
October 31, 2022 | 36.90% |
Date | Value |
---|---|
September 30, 2022 | 36.90% |
August 31, 2022 | 36.90% |
July 31, 2022 | 36.90% |
June 30, 2022 | 36.90% |
May 31, 2022 | 36.90% |
April 30, 2022 | 36.90% |
March 31, 2022 | 36.90% |
February 28, 2022 | 36.90% |
January 31, 2022 | 36.90% |
December 31, 2021 | 36.90% |
November 30, 2021 | 36.90% |
October 31, 2021 | 36.90% |
September 30, 2021 | 36.90% |
August 31, 2021 | 36.90% |
July 31, 2021 | 36.90% |
June 30, 2021 | 36.90% |
May 31, 2021 | 36.90% |
April 30, 2021 | 36.90% |
March 31, 2021 | 36.90% |
February 28, 2021 | 36.90% |
January 31, 2021 | 36.90% |
December 31, 2020 | 36.90% |
November 30, 2020 | 36.90% |
October 31, 2020 | 36.90% |
September 30, 2020 | 36.90% |
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
23.33%
Minimum
Nov 2019
36.90%
Maximum
Mar 2020
35.99%
Average
36.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.8365 |
Beta (5Y) | 0.9493 |
Alpha (vs YCharts Benchmark) (5Y) | 1.721 |
Beta (vs YCharts Benchmark) (5Y) | 0.6746 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.75% |
Historical Sharpe Ratio (5Y) | 0.3664 |
Historical Sortino (5Y) | 0.4374 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.20% |