SPDR® Dow Jones REIT ETF (RWR)
90.94
-0.24
(-0.26%)
USD |
NYSEARCA |
May 10, 16:00
90.94
0.00 (0.00%)
After-Hours: 20:00
RWR Max Drawdown (5Y): 44.37% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 44.37% |
March 31, 2024 | 44.37% |
February 29, 2024 | 44.37% |
January 31, 2024 | 44.37% |
December 31, 2023 | 44.37% |
November 30, 2023 | 44.37% |
October 31, 2023 | 44.37% |
September 30, 2023 | 44.37% |
August 31, 2023 | 44.37% |
July 31, 2023 | 44.37% |
June 30, 2023 | 44.37% |
May 31, 2023 | 44.37% |
April 30, 2023 | 44.37% |
March 31, 2023 | 44.37% |
February 28, 2023 | 44.37% |
January 31, 2023 | 44.37% |
December 31, 2022 | 44.37% |
November 30, 2022 | 44.37% |
October 31, 2022 | 44.37% |
September 30, 2022 | 44.37% |
August 31, 2022 | 44.37% |
July 31, 2022 | 44.37% |
June 30, 2022 | 44.37% |
May 31, 2022 | 44.37% |
April 30, 2022 | 44.37% |
Date | Value |
---|---|
March 31, 2022 | 44.37% |
February 28, 2022 | 44.37% |
January 31, 2022 | 44.37% |
December 31, 2021 | 44.37% |
November 30, 2021 | 44.37% |
October 31, 2021 | 44.37% |
September 30, 2021 | 44.37% |
August 31, 2021 | 44.37% |
July 31, 2021 | 44.37% |
June 30, 2021 | 44.37% |
May 31, 2021 | 44.37% |
April 30, 2021 | 44.37% |
March 31, 2021 | 44.37% |
February 28, 2021 | 44.37% |
January 31, 2021 | 44.37% |
December 31, 2020 | 44.37% |
November 30, 2020 | 44.37% |
October 31, 2020 | 44.37% |
September 30, 2020 | 44.37% |
August 31, 2020 | 44.37% |
July 31, 2020 | 44.37% |
June 30, 2020 | 44.37% |
May 31, 2020 | 44.37% |
April 30, 2020 | 44.37% |
March 31, 2020 | 44.37% |
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
16.82%
Minimum
May 2019
44.37%
Maximum
Mar 2020
39.78%
Average
44.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares Core US REIT ETF | 44.38% |
iShares Cohen & Steers REIT ETF | 40.22% |
iShares US Real Estate ETF | 42.32% |
Vanguard Real Estate ETF | 42.42% |
Schwab US REIT ETF™ | 44.22% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.531 |
Beta (5Y) | 1.039 |
Alpha (vs YCharts Benchmark) (5Y) | -1.261 |
Beta (vs YCharts Benchmark) (5Y) | 1.037 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.53% |
Historical Sharpe Ratio (5Y) | -0.0325 |
Historical Sortino (5Y) | -0.0355 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.24% |