SPDR® MSCI USA StrategicFactors ETF (QUS)
117.97
+1.28
(+1.10%)
USD |
NYSEARCA |
May 26, 16:00
117.80
-0.17
(-0.14%)
After-Hours: 20:00
QUS Max Drawdown (5Y): 33.78% for April 30, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2023 | 33.78% |
March 31, 2023 | 33.78% |
February 28, 2023 | 33.78% |
January 31, 2023 | 33.78% |
December 31, 2022 | 33.78% |
November 30, 2022 | 33.78% |
October 31, 2022 | 33.78% |
September 30, 2022 | 33.78% |
August 31, 2022 | 33.78% |
July 31, 2022 | 33.78% |
June 30, 2022 | 33.78% |
May 31, 2022 | 33.78% |
April 30, 2022 | 33.78% |
March 31, 2022 | 33.78% |
February 28, 2022 | 33.78% |
January 31, 2022 | 33.78% |
December 31, 2021 | 33.78% |
November 30, 2021 | 33.78% |
October 31, 2021 | 33.78% |
September 30, 2021 | 33.78% |
August 31, 2021 | 33.78% |
July 31, 2021 | 33.78% |
June 30, 2021 | 33.78% |
May 31, 2021 | 33.78% |
April 30, 2021 | 33.78% |
Date | Value |
---|---|
March 31, 2021 | 33.78% |
February 28, 2021 | 33.78% |
January 31, 2021 | 33.78% |
December 31, 2020 | 33.78% |
November 30, 2020 | 33.78% |
October 31, 2020 | 33.78% |
September 30, 2020 | 33.78% |
August 31, 2020 | 33.78% |
July 31, 2020 | 33.78% |
June 30, 2020 | 33.78% |
May 31, 2020 | 33.78% |
April 30, 2020 | 33.78% |
March 31, 2020 | 33.78% |
February 29, 2020 | 17.41% |
January 31, 2020 | 17.41% |
December 31, 2019 | 17.41% |
November 30, 2019 | 17.41% |
October 31, 2019 | 17.41% |
September 30, 2019 | 17.41% |
August 31, 2019 | 17.41% |
July 31, 2019 | 17.41% |
June 30, 2019 | 17.41% |
May 31, 2019 | 17.41% |
April 30, 2019 | 17.41% |
March 31, 2019 | 17.41% |
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
11.49%
Minimum
May 2018
33.78%
Maximum
Mar 2020
27.08%
Average
33.78%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.4634 |
Beta (5Y) | 0.9151 |
Alpha (vs YCharts Benchmark) (5Y) | 0.4634 |
Beta (vs YCharts Benchmark) (5Y) | 0.9151 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.98% |
Historical Sharpe Ratio (5Y) | 0.6284 |
Historical Sortino (5Y) | 0.6851 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.90% |