SPDR® Nuveen Blmbg Hi Yld Muncpl Bd ETF (HYMB)
25.51
-0.13
(-0.51%)
USD |
NYSEARCA |
May 17, 16:00
25.51
0.00 (0.00%)
After-Hours: 20:00
HYMB Max Drawdown (5Y): 29.57% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 29.57% |
March 31, 2024 | 29.57% |
February 29, 2024 | 29.57% |
January 31, 2024 | 29.57% |
December 31, 2023 | 29.57% |
November 30, 2023 | 29.57% |
October 31, 2023 | 29.57% |
September 30, 2023 | 29.57% |
August 31, 2023 | 29.57% |
July 31, 2023 | 29.57% |
June 30, 2023 | 29.57% |
May 31, 2023 | 29.57% |
April 30, 2023 | 29.57% |
March 31, 2023 | 29.57% |
February 28, 2023 | 29.57% |
January 31, 2023 | 29.57% |
December 31, 2022 | 29.57% |
November 30, 2022 | 29.57% |
October 31, 2022 | 29.57% |
September 30, 2022 | 29.57% |
August 31, 2022 | 29.57% |
July 31, 2022 | 29.57% |
June 30, 2022 | 29.57% |
May 31, 2022 | 29.57% |
April 30, 2022 | 29.57% |
Date | Value |
---|---|
March 31, 2022 | 29.57% |
February 28, 2022 | 29.57% |
January 31, 2022 | 29.57% |
December 31, 2021 | 29.57% |
November 30, 2021 | 29.57% |
October 31, 2021 | 29.57% |
September 30, 2021 | 29.57% |
August 31, 2021 | 29.57% |
July 31, 2021 | 29.57% |
June 30, 2021 | 29.57% |
May 31, 2021 | 29.57% |
April 30, 2021 | 29.57% |
March 31, 2021 | 29.57% |
February 28, 2021 | 29.57% |
January 31, 2021 | 29.57% |
December 31, 2020 | 29.57% |
November 30, 2020 | 29.57% |
October 31, 2020 | 29.57% |
September 30, 2020 | 29.57% |
August 31, 2020 | 29.57% |
July 31, 2020 | 29.57% |
June 30, 2020 | 29.57% |
May 31, 2020 | 29.57% |
April 30, 2020 | 29.57% |
March 31, 2020 | 29.57% |
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
7.98%
Minimum
May 2019
29.57%
Maximum
Mar 2020
25.98%
Average
29.57%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.0891 |
Beta (5Y) | 1.398 |
Alpha (vs YCharts Benchmark) (5Y) | 0.0891 |
Beta (vs YCharts Benchmark) (5Y) | 1.398 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.78% |
Historical Sharpe Ratio (5Y) | -0.0854 |
Historical Sortino (5Y) | -0.086 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.24% |