SPDR® S&P Kensho New Economies Comps ETF (KOMP)
45.21
+0.90
(+2.03%)
USD |
NYSEARCA |
Apr 23, 16:00
45.21
0.00 (0.00%)
After-Hours: 18:35
KOMP Max Drawdown (5Y): 50.05% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| July 31, 2022 | 46.74% |
| June 30, 2022 | 46.74% |
| May 31, 2022 | 45.36% |
| April 30, 2022 | 39.25% |
| March 31, 2022 | 38.35% |
| Date | Value |
|---|---|
| February 28, 2022 | 38.35% |
| January 31, 2022 | 38.35% |
| December 31, 2021 | 38.35% |
| November 30, 2021 | 38.35% |
| October 31, 2021 | 38.35% |
| September 30, 2021 | 38.35% |
| August 31, 2021 | 38.35% |
| July 31, 2021 | 38.35% |
| June 30, 2021 | 38.35% |
| May 31, 2021 | 38.35% |
| April 30, 2021 | 38.35% |
| March 31, 2021 | 38.35% |
| February 28, 2021 | 38.35% |
| January 31, 2021 | 38.35% |
| December 31, 2020 | 38.35% |
| November 30, 2020 | 38.35% |
| October 31, 2020 | 38.35% |
| September 30, 2020 | 38.35% |
| August 31, 2020 | 38.35% |
| July 31, 2020 | 38.35% |
| June 30, 2020 | 38.35% |
| May 31, 2020 | 38.35% |
| April 30, 2020 | 38.35% |
| March 31, 2020 | 38.35% |
| February 29, 2020 | 18.98% |
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
18.98%
Minimum
Apr 2019
50.05%
Maximum
Oct 2023
38.80%
Average
38.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.681 |
| Beta (5Y) | 1.218 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.958 |
| Beta (vs YCharts Benchmark) (5Y) | 1.118 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.06% |
| Historical Sharpe Ratio (5Y) | 0.2828 |
| Historical Sortino (5Y) | 0.4367 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.84% |