SPDR S&P Regional Banking ETF (KRE)

61.04 +0.23 (+0.38%) USD  |  NYSEARCA  |  Dec 24, 16:00
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KRE Max Drawdown (5Y): 54.98% 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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SPDR S&P Bank ETF 53.11%
VanEck BDC Income ETF 55.47%
First Trust NASDAQ ABA Community Bank Index Fund 49.30%
Invesco S&P SmallCap Financials ETF 45.39%
Direxion Daily Regional Banks Bull 3X Shares 97.72%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.978
Beta (5Y) 1.146
Alpha (vs YCharts Benchmark) (5Y) -9.345
Beta (vs YCharts Benchmark) (5Y) 1.264
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 36.77%
Historical Sharpe Ratio (5Y) 0.1223
Historical Sortino (5Y) 0.1624
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.00%