SPDR S&P Capital Markets ETF (KCE)

140.30 +0.34 (+0.24%) USD  |  NYSEARCA  |  Dec 26, 13:44
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KCE Max Drawdown (5Y): 40.75% 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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iShares US Insurance ETF 44.96%
SPDR S&P Insurance ETF 44.30%
iShares US Regional Banks ETF 55.53%
Invesco KBW Property & Casualty Insurance ETF 39.74%
Invesco Dorsey Wright Financial Momentum ETF 43.08%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 8.107
Beta (5Y) 1.227
Alpha (vs YCharts Benchmark) (5Y) 9.591
Beta (vs YCharts Benchmark) (5Y) 0.9858
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 25.98%
Historical Sharpe Ratio (5Y) 0.7847
Historical Sortino (5Y) 0.9903
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.46%