SPDR® S&P Kensho Intelligent Strctr ETF (SIMS)
35.37
+0.03
(+0.10%)
USD |
NYSEARCA |
Nov 15, 16:00
35.26
-0.11
(-0.30%)
After-Hours: 20:00
SIMS Max Drawdown (5Y): 41.36% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 41.36% |
| September 30, 2024 | 41.36% |
| August 31, 2024 | 41.36% |
| July 31, 2024 | 41.36% |
| June 30, 2024 | 41.36% |
| May 31, 2024 | 41.36% |
| April 30, 2024 | 41.36% |
| March 31, 2024 | 41.36% |
| February 29, 2024 | 41.36% |
| January 31, 2024 | 41.36% |
| December 31, 2023 | 41.36% |
| November 30, 2023 | 41.36% |
| October 31, 2023 | 41.36% |
| September 30, 2023 | 40.66% |
| August 31, 2023 | 40.66% |
| July 31, 2023 | 40.66% |
| June 30, 2023 | 40.66% |
| May 31, 2023 | 40.66% |
| April 30, 2023 | 40.66% |
| March 31, 2023 | 40.66% |
| February 28, 2023 | 40.66% |
| January 31, 2023 | 40.66% |
| December 31, 2022 | 40.66% |
| November 30, 2022 | 40.66% |
| October 31, 2022 | 40.66% |
| Date | Value |
|---|---|
| September 30, 2022 | 40.66% |
| August 31, 2022 | 40.66% |
| July 31, 2022 | 40.66% |
| June 30, 2022 | 40.66% |
| May 31, 2022 | 40.66% |
| April 30, 2022 | 40.66% |
| March 31, 2022 | 40.66% |
| February 28, 2022 | 40.66% |
| January 31, 2022 | 40.66% |
| December 31, 2021 | 40.66% |
| November 30, 2021 | 40.66% |
| October 31, 2021 | 40.66% |
| September 30, 2021 | 40.66% |
| August 31, 2021 | 40.66% |
| July 31, 2021 | 40.66% |
| June 30, 2021 | 40.66% |
| May 31, 2021 | 40.66% |
| April 30, 2021 | 40.66% |
| March 31, 2021 | 40.66% |
| February 28, 2021 | 40.66% |
| January 31, 2021 | 40.66% |
| December 31, 2020 | 40.66% |
| November 30, 2020 | 40.66% |
| October 31, 2020 | 40.66% |
| September 30, 2020 | 40.66% |
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
25.83%
Minimum
Nov 2019
41.36%
Maximum
Oct 2023
39.82%
Average
40.66%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.57 |
| Beta (5Y) | 1.348 |
| Alpha (vs YCharts Benchmark) (5Y) | -15.40 |
| Beta (vs YCharts Benchmark) (5Y) | 1.306 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.82% |
| Historical Sharpe Ratio (5Y) | 0.0523 |
| Historical Sortino (5Y) | 0.0746 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.20% |