SPDR® Dow Jones Global Real Estate ETF (RWO)
40.21
-0.23
(-0.57%)
USD |
NYSEARCA |
Apr 25, 16:00
40.14
-0.06
(-0.16%)
After-Hours: 20:00
RWO Max Drawdown (5Y): 43.26% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 43.26% |
February 29, 2024 | 43.26% |
January 31, 2024 | 43.26% |
December 31, 2023 | 43.26% |
November 30, 2023 | 43.26% |
October 31, 2023 | 43.26% |
September 30, 2023 | 43.26% |
August 31, 2023 | 43.26% |
July 31, 2023 | 43.26% |
June 30, 2023 | 43.26% |
May 31, 2023 | 43.26% |
April 30, 2023 | 43.26% |
March 31, 2023 | 43.26% |
February 28, 2023 | 43.26% |
January 31, 2023 | 43.26% |
December 31, 2022 | 43.26% |
November 30, 2022 | 43.26% |
October 31, 2022 | 43.26% |
September 30, 2022 | 43.26% |
August 31, 2022 | 43.26% |
July 31, 2022 | 43.26% |
June 30, 2022 | 43.26% |
May 31, 2022 | 43.26% |
April 30, 2022 | 43.26% |
March 31, 2022 | 43.26% |
Date | Value |
---|---|
February 28, 2022 | 43.26% |
January 31, 2022 | 43.26% |
December 31, 2021 | 43.26% |
November 30, 2021 | 43.26% |
October 31, 2021 | 43.26% |
September 30, 2021 | 43.26% |
August 31, 2021 | 43.26% |
July 31, 2021 | 43.26% |
June 30, 2021 | 43.26% |
May 31, 2021 | 43.26% |
April 30, 2021 | 43.26% |
March 31, 2021 | 43.26% |
February 28, 2021 | 43.26% |
January 31, 2021 | 43.26% |
December 31, 2020 | 43.26% |
November 30, 2020 | 43.26% |
October 31, 2020 | 43.26% |
September 30, 2020 | 43.26% |
August 31, 2020 | 43.26% |
July 31, 2020 | 43.26% |
June 30, 2020 | 43.26% |
May 31, 2020 | 43.26% |
April 30, 2020 | 43.26% |
March 31, 2020 | 43.26% |
February 29, 2020 | 15.56% |
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
15.56%
Minimum
Apr 2019
43.26%
Maximum
Mar 2020
38.19%
Average
43.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.65 |
Beta (5Y) | 1.009 |
Alpha (vs YCharts Benchmark) (5Y) | -3.556 |
Beta (vs YCharts Benchmark) (5Y) | 0.9889 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.09% |
Historical Sharpe Ratio (5Y) | -0.0643 |
Historical Sortino (5Y) | -0.0669 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.01% |