SPDR® S&P 400 Mid Cap Growth ETF (MDYG)
81.23
-0.31
(-0.38%)
USD |
NYSEARCA |
Apr 18, 16:00
81.15
-0.08
(-0.10%)
Pre-Market: 20:00
MDYG Max Drawdown (5Y): 39.27% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 39.27% |
February 29, 2024 | 39.27% |
January 31, 2024 | 39.27% |
December 31, 2023 | 39.27% |
November 30, 2023 | 39.27% |
October 31, 2023 | 39.27% |
September 30, 2023 | 39.27% |
August 31, 2023 | 39.27% |
July 31, 2023 | 39.27% |
June 30, 2023 | 39.27% |
May 31, 2023 | 39.27% |
April 30, 2023 | 39.27% |
March 31, 2023 | 39.27% |
February 28, 2023 | 39.27% |
January 31, 2023 | 39.27% |
December 31, 2022 | 39.27% |
November 30, 2022 | 39.27% |
October 31, 2022 | 39.27% |
September 30, 2022 | 39.27% |
August 31, 2022 | 39.27% |
July 31, 2022 | 39.27% |
June 30, 2022 | 39.27% |
May 31, 2022 | 39.27% |
April 30, 2022 | 39.27% |
March 31, 2022 | 39.27% |
Date | Value |
---|---|
February 28, 2022 | 39.27% |
January 31, 2022 | 39.27% |
December 31, 2021 | 39.27% |
November 30, 2021 | 39.27% |
October 31, 2021 | 39.27% |
September 30, 2021 | 39.27% |
August 31, 2021 | 39.27% |
July 31, 2021 | 39.27% |
June 30, 2021 | 39.27% |
May 31, 2021 | 39.27% |
April 30, 2021 | 39.27% |
March 31, 2021 | 39.27% |
February 28, 2021 | 39.27% |
January 31, 2021 | 39.27% |
December 31, 2020 | 39.27% |
November 30, 2020 | 39.27% |
October 31, 2020 | 39.27% |
September 30, 2020 | 39.27% |
August 31, 2020 | 39.27% |
July 31, 2020 | 39.27% |
June 30, 2020 | 39.27% |
May 31, 2020 | 39.27% |
April 30, 2020 | 39.27% |
March 31, 2020 | 39.27% |
February 29, 2020 | 24.00% |
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
24.00%
Minimum
Apr 2019
39.27%
Maximum
Mar 2020
36.47%
Average
39.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.250 |
Beta (5Y) | 1.081 |
Alpha (vs YCharts Benchmark) (5Y) | 0.9389 |
Beta (vs YCharts Benchmark) (5Y) | 0.9798 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.89% |
Historical Sharpe Ratio (5Y) | 0.4307 |
Historical Sortino (5Y) | 0.5135 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.24% |