SPDR® S&P Insurance ETF (KIE)
51.27
+0.11
(+0.22%)
USD |
NYSEARCA |
May 10, 16:00
51.27
0.00 (0.00%)
After-Hours: 19:43
KIE Max Drawdown (5Y): 44.30% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 44.30% |
March 31, 2024 | 44.30% |
February 29, 2024 | 44.30% |
January 31, 2024 | 44.30% |
December 31, 2023 | 44.30% |
November 30, 2023 | 44.30% |
October 31, 2023 | 44.30% |
September 30, 2023 | 44.30% |
August 31, 2023 | 44.30% |
July 31, 2023 | 44.30% |
June 30, 2023 | 44.30% |
May 31, 2023 | 44.30% |
April 30, 2023 | 44.30% |
March 31, 2023 | 44.30% |
February 28, 2023 | 44.30% |
January 31, 2023 | 44.30% |
December 31, 2022 | 44.30% |
November 30, 2022 | 44.30% |
October 31, 2022 | 44.30% |
September 30, 2022 | 44.30% |
August 31, 2022 | 44.30% |
July 31, 2022 | 44.30% |
June 30, 2022 | 44.30% |
May 31, 2022 | 44.30% |
April 30, 2022 | 44.30% |
Date | Value |
---|---|
March 31, 2022 | 44.30% |
February 28, 2022 | 44.30% |
January 31, 2022 | 44.30% |
December 31, 2021 | 44.30% |
November 30, 2021 | 44.30% |
October 31, 2021 | 44.30% |
September 30, 2021 | 44.30% |
August 31, 2021 | 44.30% |
July 31, 2021 | 44.30% |
June 30, 2021 | 44.30% |
May 31, 2021 | 44.30% |
April 30, 2021 | 44.30% |
March 31, 2021 | 44.30% |
February 28, 2021 | 44.30% |
January 31, 2021 | 44.30% |
December 31, 2020 | 44.30% |
November 30, 2020 | 44.30% |
October 31, 2020 | 44.30% |
September 30, 2020 | 44.30% |
August 31, 2020 | 44.30% |
July 31, 2020 | 44.30% |
June 30, 2020 | 44.30% |
May 31, 2020 | 44.30% |
April 30, 2020 | 44.30% |
March 31, 2020 | 44.30% |
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
17.87%
Minimum
May 2019
44.30%
Maximum
Mar 2020
39.89%
Average
44.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
First Trust Financials AlphaDEX® ETF | 48.55% |
iShares US Insurance ETF | 44.96% |
iShares US Regional Banks ETF | 55.53% |
Invesco S&P 500® Equal Weight Fincl ETF | 44.77% |
First Trust Nasdaq Bank ETF | 55.24% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.6833 |
Beta (5Y) | 0.8628 |
Alpha (vs YCharts Benchmark) (5Y) | 2.037 |
Beta (vs YCharts Benchmark) (5Y) | 0.8002 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.08% |
Historical Sharpe Ratio (5Y) | 0.3595 |
Historical Sortino (5Y) | 0.3499 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.98% |