SPDR Bloomberg Short Term High Yield Bond ETF (SJNK)

25.22 -0.07 (-0.28%) USD  |  NYSEARCA  |  Dec 27, 16:00
25.22 0.00 (0.00%) After-Hours: 20:00
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SJNK Max Drawdown (5Y): 19.74% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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SPDR Bloomberg High Yield Bond ETF 22.90%
iShares Interest Rate Hedged High Yield Bond ETF 23.88%
iShares Fallen Angels USD Bond ETF 29.22%
iShares iBonds 2025 Term High Yield and Income ETF 26.92%
PIMCO Dynamic Income Opportunities Fund --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 4.685
Beta (5Y) 0.7120
Alpha (vs YCharts Benchmark) (5Y) 1.014
Beta (vs YCharts Benchmark) (5Y) 0.8442
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 8.69%
Historical Sharpe Ratio (5Y) 0.3409
Historical Sortino (5Y) 0.2958
Monthly Value at Risk (VaR) 5% (5Y Lookback) 2.49%