SPDR® Russell 1000 Low Vol Foc ETF (ONEV)
105.80
+1.35 (+1.29%)
USD |
NYSEARCA |
May 27, 16:00
105.80
0.00 (0.00%)
After-Hours: 20:00
ONEV Max Drawdown (5Y): 39.70% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 39.70% |
| March 31, 2022 | 39.70% |
| February 28, 2022 | 39.70% |
| January 31, 2022 | 39.70% |
| December 31, 2021 | 39.70% |
| November 30, 2021 | 39.70% |
| October 31, 2021 | 39.70% |
| September 30, 2021 | 39.70% |
| August 31, 2021 | 39.70% |
| July 31, 2021 | 39.70% |
| June 30, 2021 | 39.70% |
| May 31, 2021 | 39.70% |
| April 30, 2021 | 39.70% |
| March 31, 2021 | 39.70% |
| February 28, 2021 | 39.70% |
| January 31, 2021 | 39.70% |
| December 31, 2020 | 39.70% |
| November 30, 2020 | 39.70% |
| October 31, 2020 | 39.70% |
| September 30, 2020 | 39.70% |
| August 31, 2020 | 39.70% |
| July 31, 2020 | 39.70% |
| June 30, 2020 | 39.70% |
| May 31, 2020 | 39.70% |
| April 30, 2020 | 39.70% |
| Date | Value |
|---|---|
| March 31, 2020 | 39.70% |
| February 29, 2020 | 16.82% |
| January 31, 2020 | 16.82% |
| December 31, 2019 | 16.82% |
| November 30, 2019 | 16.82% |
| October 31, 2019 | 16.82% |
| September 30, 2019 | 16.82% |
| August 31, 2019 | 16.82% |
| July 31, 2019 | 16.82% |
| June 30, 2019 | 16.82% |
| May 31, 2019 | 16.82% |
| April 30, 2019 | 16.82% |
| March 31, 2019 | 16.82% |
| February 28, 2019 | 16.82% |
| January 31, 2019 | 16.82% |
| December 31, 2018 | 16.82% |
| November 30, 2018 | 10.85% |
| October 31, 2018 | 10.85% |
| September 30, 2018 | 10.85% |
| August 31, 2018 | 10.85% |
| July 31, 2018 | 10.85% |
| June 30, 2018 | 10.85% |
| May 31, 2018 | 10.85% |
| April 30, 2018 | 10.85% |
| March 31, 2018 | 10.85% |
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
10.85%
Minimum
May 2017
39.70%
Maximum
Mar 2020
24.84%
Average
16.82%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.682 |
| Beta (5Y) | 0.9693 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.53% |
| Historical Sharpe Ratio (5Y) | 0.6563 |
| Historical Sortino (5Y) | 0.5875 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.12% |