SPDR® S&P 400 Mid Cap Value ETF (MDYV)
66.30
-0.59 (-0.88%)
USD |
Jul 27, 13:52
MDYV Max Drawdown (5Y): 45.87% for June 30, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2021 | 45.87% |
| May 31, 2021 | 45.87% |
| April 30, 2021 | 45.87% |
| March 31, 2021 | 45.87% |
| February 28, 2021 | 45.87% |
| January 31, 2021 | 45.87% |
| December 31, 2020 | 45.87% |
| November 30, 2020 | 45.87% |
| October 31, 2020 | 45.87% |
| September 30, 2020 | 45.87% |
| August 31, 2020 | 45.87% |
| July 31, 2020 | 45.87% |
| June 30, 2020 | 45.87% |
| May 31, 2020 | 45.87% |
| April 30, 2020 | 45.87% |
| March 31, 2020 | 45.87% |
| February 29, 2020 | 22.81% |
| January 31, 2020 | 22.81% |
| December 31, 2019 | 22.81% |
| November 30, 2019 | 22.81% |
| October 31, 2019 | 22.81% |
| September 30, 2019 | 22.81% |
| August 31, 2019 | 22.81% |
| July 31, 2019 | 22.81% |
| June 30, 2019 | 22.81% |
| Date | Value |
|---|---|
| May 31, 2019 | 22.81% |
| April 30, 2019 | 22.81% |
| March 31, 2019 | 22.81% |
| February 28, 2019 | 22.81% |
| January 31, 2019 | 22.81% |
| December 31, 2018 | 22.81% |
| November 30, 2018 | 21.23% |
| October 31, 2018 | 21.23% |
| September 30, 2018 | 21.23% |
| August 31, 2018 | 21.23% |
| July 31, 2018 | 21.23% |
| June 30, 2018 | 21.23% |
| May 31, 2018 | 21.23% |
| April 30, 2018 | 21.23% |
| March 31, 2018 | 21.23% |
| February 28, 2018 | 21.23% |
| January 31, 2018 | 21.23% |
| December 31, 2017 | 21.23% |
| November 30, 2017 | 21.23% |
| October 31, 2017 | 21.23% |
| September 30, 2017 | 21.23% |
| August 31, 2017 | 21.23% |
| July 31, 2017 | 21.23% |
| June 30, 2017 | 21.23% |
| May 31, 2017 | 21.23% |
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
21.23%
Minimum
Aug 2016
45.87%
Maximum
Mar 2020
28.26%
Average
22.81%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.683 |
| Beta (5Y) | 1.288 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.50% |
| Historical Sharpe Ratio (5Y) | 0.6089 |
| Historical Sortino (5Y) | 0.594 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.00% |