State Street SPDR S&P Kensho New Econ Comp ETF (KOMP)
66.35
+0.74
(+1.13%)
USD |
NYSEARCA |
Oct 09, 16:00
66.26
-0.09
(-0.14%)
After-Hours: 20:00
KOMP Max Drawdown (5Y) : 50.05% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 50.05% |
| August 31, 2026 | 50.05% |
| July 31, 2026 | 50.05% |
| June 30, 2026 | 50.05% |
| May 31, 2026 | 50.05% |
| April 30, 2026 | 50.05% |
| March 31, 2026 | 50.05% |
| February 28, 2026 | 50.05% |
| January 31, 2026 | 50.05% |
| December 31, 2025 | 50.05% |
| November 30, 2025 | 50.05% |
| October 31, 2025 | 50.05% |
| September 30, 2025 | 50.05% |
| August 31, 2025 | 50.05% |
| July 31, 2025 | 50.05% |
| June 30, 2025 | 50.05% |
| May 31, 2025 | 50.05% |
| April 30, 2025 | 50.05% |
| March 31, 2025 | 50.05% |
| February 28, 2025 | 50.05% |
| January 31, 2025 | 50.05% |
| December 31, 2024 | 50.05% |
| November 30, 2024 | 50.05% |
| October 31, 2024 | 50.05% |
| September 30, 2024 | 50.05% |
| Date | Value |
|---|---|
| August 31, 2024 | 50.05% |
| July 31, 2024 | 50.05% |
| June 30, 2024 | 50.05% |
| May 31, 2024 | 50.05% |
| April 30, 2024 | 50.05% |
| March 31, 2024 | 50.05% |
| February 29, 2024 | 50.05% |
| January 31, 2024 | 50.05% |
| December 31, 2023 | 50.05% |
| November 30, 2023 | 50.05% |
| October 31, 2023 | 50.05% |
| September 30, 2023 | 48.98% |
| August 31, 2023 | 48.98% |
| July 31, 2023 | 48.98% |
| June 30, 2023 | 48.98% |
| May 31, 2023 | 48.98% |
| April 30, 2023 | 48.98% |
| March 31, 2023 | 48.98% |
| February 28, 2023 | 48.98% |
| January 31, 2023 | 48.98% |
| December 31, 2022 | 48.98% |
| November 30, 2022 | 48.98% |
| October 31, 2022 | 48.98% |
| September 30, 2022 | 47.74% |
| August 31, 2022 | 46.74% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| 3D Printing ETF | 66.10% |
| Invesco Water Resources ETF | 28.60% |
| Amplify Digital Payments ETF | 51.75% |
| State Street SPDR S&P Biotech ETF | 63.89% |
| State Street SPDR S&P Metals & Mining ETF | 37.29% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.96 |
| Beta (5Y) | 1.397 |
| Alpha (vs YCharts Benchmark) (5Y) | -16.46 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8096 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.87% |
| Historical Sharpe Ratio (5Y) | -0.0268 |
| Historical Sortino (5Y) | -0.049 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.63% |