SPDR® S&P Kensho Smart Mobility ETF (HAIL)
27.09
-0.21
(-0.77%)
USD |
NYSEARCA |
Apr 25, 16:00
27.09
0.00 (0.00%)
After-Hours: 20:00
HAIL Max Drawdown (5Y): 61.37% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 61.37% |
| February 29, 2024 | 61.37% |
| January 31, 2024 | 61.37% |
| December 31, 2023 | 61.37% |
| November 30, 2023 | 61.37% |
| October 31, 2023 | 61.37% |
| September 30, 2023 | 58.64% |
| August 31, 2023 | 58.64% |
| July 31, 2023 | 58.64% |
| June 30, 2023 | 58.64% |
| May 31, 2023 | 58.64% |
| April 30, 2023 | 58.64% |
| March 31, 2023 | 58.40% |
| February 28, 2023 | 58.40% |
| January 31, 2023 | 58.40% |
| December 31, 2022 | 58.40% |
| November 30, 2022 | 56.48% |
| October 31, 2022 | 56.48% |
| September 30, 2022 | 53.92% |
| August 31, 2022 | 50.10% |
| July 31, 2022 | 50.10% |
| June 30, 2022 | 50.10% |
| May 31, 2022 | 49.00% |
| April 30, 2022 | 47.73% |
| March 31, 2022 | 47.73% |
| Date | Value |
|---|---|
| February 28, 2022 | 47.73% |
| January 31, 2022 | 47.73% |
| December 31, 2021 | 47.73% |
| November 30, 2021 | 47.73% |
| October 31, 2021 | 47.73% |
| September 30, 2021 | 47.73% |
| August 31, 2021 | 47.73% |
| July 31, 2021 | 47.73% |
| June 30, 2021 | 47.73% |
| May 31, 2021 | 47.73% |
| April 30, 2021 | 47.73% |
| March 31, 2021 | 47.73% |
| February 28, 2021 | 47.73% |
| January 31, 2021 | 47.73% |
| December 31, 2020 | 47.73% |
| November 30, 2020 | 47.73% |
| October 31, 2020 | 47.73% |
| September 30, 2020 | 47.73% |
| August 31, 2020 | 47.73% |
| July 31, 2020 | 47.73% |
| June 30, 2020 | 47.73% |
| May 31, 2020 | 47.73% |
| April 30, 2020 | 47.73% |
| March 31, 2020 | 47.73% |
| February 29, 2020 | 29.15% |
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
29.15%
Minimum
Apr 2019
61.37%
Maximum
Oct 2023
48.02%
Average
47.73%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.04 |
| Beta (5Y) | 1.645 |
| Alpha (vs YCharts Benchmark) (5Y) | -26.09 |
| Beta (vs YCharts Benchmark) (5Y) | 1.205 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.06% |
| Historical Sharpe Ratio (5Y) | 0.0415 |
| Historical Sortino (5Y) | 0.0676 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.39% |