SPDR Bloomberg High Yield Bond ETF (JNK)

95.42 -0.25 (-0.26%) USD  |  NYSEARCA  |  Dec 27, 16:00
95.42 0.00 (0.00%) After-Hours: 20:00
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JNK Max Drawdown (5Y): 22.90% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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SPDR Bloomberg Short Term High Yield Bond ETF 19.74%
iShares Interest Rate Hedged High Yield Bond ETF 23.88%
iShares Fallen Angels USD Bond ETF 29.22%
iShares iBonds 2025 Term High Yield and Income ETF 26.92%
BondBloxx USD HY Bond Telecom Med & Tech Sctr ETF --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.673
Beta (5Y) 1.023
Alpha (vs YCharts Benchmark) (5Y) -1.242
Beta (vs YCharts Benchmark) (5Y) 1.057
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 10.70%
Historical Sharpe Ratio (5Y) 0.1119
Historical Sortino (5Y) 0.1105
Monthly Value at Risk (VaR) 5% (5Y Lookback) 4.01%