SPDR® S&P International Small Cap ETF (GWX)
31.56
+0.18
(+0.57%)
USD |
NYSEARCA |
May 01, 16:00
31.56
0.00 (0.00%)
After-Hours: 20:00
GWX Max Drawdown (5Y): 45.26% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 45.26% |
March 31, 2024 | 45.26% |
February 29, 2024 | 45.26% |
January 31, 2024 | 45.26% |
December 31, 2023 | 45.26% |
November 30, 2023 | 45.26% |
October 31, 2023 | 45.26% |
September 30, 2023 | 45.26% |
August 31, 2023 | 45.26% |
July 31, 2023 | 45.26% |
June 30, 2023 | 45.26% |
May 31, 2023 | 45.26% |
April 30, 2023 | 45.26% |
March 31, 2023 | 45.26% |
February 28, 2023 | 45.26% |
January 31, 2023 | 45.26% |
December 31, 2022 | 45.26% |
November 30, 2022 | 45.26% |
October 31, 2022 | 45.26% |
September 30, 2022 | 45.26% |
August 31, 2022 | 45.26% |
July 31, 2022 | 45.26% |
June 30, 2022 | 45.26% |
May 31, 2022 | 45.26% |
April 30, 2022 | 45.26% |
Date | Value |
---|---|
March 31, 2022 | 45.26% |
February 28, 2022 | 45.26% |
January 31, 2022 | 45.26% |
December 31, 2021 | 45.26% |
November 30, 2021 | 45.26% |
October 31, 2021 | 45.26% |
September 30, 2021 | 45.26% |
August 31, 2021 | 45.26% |
July 31, 2021 | 45.26% |
June 30, 2021 | 45.26% |
May 31, 2021 | 45.26% |
April 30, 2021 | 45.26% |
March 31, 2021 | 45.26% |
February 28, 2021 | 45.26% |
January 31, 2021 | 45.26% |
December 31, 2020 | 45.26% |
November 30, 2020 | 45.26% |
October 31, 2020 | 45.26% |
September 30, 2020 | 45.26% |
August 31, 2020 | 45.26% |
July 31, 2020 | 45.26% |
June 30, 2020 | 45.26% |
May 31, 2020 | 45.26% |
April 30, 2020 | 45.26% |
March 31, 2020 | 45.26% |
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
27.59%
Minimum
May 2019
45.26%
Maximum
Mar 2020
42.32%
Average
45.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.232 |
Beta (5Y) | 1.098 |
Alpha (vs YCharts Benchmark) (5Y) | -1.720 |
Beta (vs YCharts Benchmark) (5Y) | 0.9655 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.51% |
Historical Sharpe Ratio (5Y) | 0.0486 |
Historical Sortino (5Y) | 0.0559 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.82% |