SPDR® S&P Regional Banking ETF (KRE)
65.83
-0.36
(-0.54%)
USD |
NYSEARCA |
Nov 14, 16:00
65.89
+0.06
(+0.09%)
After-Hours: 07:56
KRE Max Drawdown (5Y): 54.98% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 54.98% |
| September 30, 2024 | 54.98% |
| August 31, 2024 | 54.98% |
| July 31, 2024 | 54.98% |
| June 30, 2024 | 54.98% |
| May 31, 2024 | 54.98% |
| April 30, 2024 | 54.98% |
| March 31, 2024 | 54.98% |
| February 29, 2024 | 54.98% |
| January 31, 2024 | 54.98% |
| December 31, 2023 | 54.98% |
| November 30, 2023 | 54.98% |
| October 31, 2023 | 54.98% |
| September 30, 2023 | 54.98% |
| August 31, 2023 | 54.98% |
| July 31, 2023 | 54.98% |
| June 30, 2023 | 54.98% |
| May 31, 2023 | 54.98% |
| April 30, 2023 | 54.98% |
| March 31, 2023 | 54.98% |
| February 28, 2023 | 54.98% |
| January 31, 2023 | 54.98% |
| December 31, 2022 | 54.98% |
| November 30, 2022 | 54.98% |
| October 31, 2022 | 54.98% |
| Date | Value |
|---|---|
| September 30, 2022 | 54.98% |
| August 31, 2022 | 54.98% |
| July 31, 2022 | 54.98% |
| June 30, 2022 | 54.98% |
| May 31, 2022 | 54.98% |
| April 30, 2022 | 54.98% |
| March 31, 2022 | 54.98% |
| February 28, 2022 | 54.98% |
| January 31, 2022 | 54.98% |
| December 31, 2021 | 54.98% |
| November 30, 2021 | 54.98% |
| October 31, 2021 | 54.98% |
| September 30, 2021 | 54.98% |
| August 31, 2021 | 54.98% |
| July 31, 2021 | 54.98% |
| June 30, 2021 | 54.98% |
| May 31, 2021 | 54.98% |
| April 30, 2021 | 54.98% |
| March 31, 2021 | 54.98% |
| February 28, 2021 | 54.98% |
| January 31, 2021 | 54.98% |
| December 31, 2020 | 54.98% |
| November 30, 2020 | 54.98% |
| October 31, 2020 | 54.98% |
| September 30, 2020 | 54.98% |
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
31.69%
Minimum
Nov 2019
54.98%
Maximum
Mar 2020
53.43%
Average
54.98%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| SPDR® S&P Bank ETF | 53.11% |
| VanEck BDC Income ETF | 55.47% |
| First Trust NASDAQ® ABA Community Bk ETF | 49.30% |
| Invesco S&P SmallCap Financials ETF | 45.39% |
| Direxion Daily Regional Bnks Bull 3X ETF | 97.52% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.384 |
| Beta (5Y) | 1.126 |
| Alpha (vs YCharts Benchmark) (5Y) | -9.807 |
| Beta (vs YCharts Benchmark) (5Y) | 1.254 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.34% |
| Historical Sharpe Ratio (5Y) | 0.0686 |
| Historical Sortino (5Y) | 0.0909 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.00% |