SPDR S&P Bank ETF (KBE)

56.08 +0.24 (+0.43%) USD  |  NYSEARCA  |  Dec 24, 16:00
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KBE Max Drawdown (5Y): 53.11% 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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Max Drawdown (5Y) Benchmarks

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SPDR S&P Regional Banking ETF 54.98%
VanEck BDC Income ETF 55.47%
First Trust NASDAQ ABA Community Bank Index Fund 49.30%
Invesco S&P SmallCap Financials ETF 45.39%
Invesco KBW High Dividend Yield Financial ETF 58.56%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.226
Beta (5Y) 1.190
Alpha (vs YCharts Benchmark) (5Y) -6.872
Beta (vs YCharts Benchmark) (5Y) 1.238
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 33.93%
Historical Sharpe Ratio (5Y) 0.197
Historical Sortino (5Y) 0.2537
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.21%