SPDR® Portfolio Aggregate Bond ETF (SPAB)
24.63
-0.09
(-0.36%)
USD |
NYSEARCA |
Apr 24, 16:00
24.55
-0.08
(-0.32%)
After-Hours: 20:00
SPAB Max Drawdown (5Y): 18.56% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 18.56% |
| February 29, 2024 | 18.56% |
| January 31, 2024 | 18.56% |
| December 31, 2023 | 18.56% |
| November 30, 2023 | 18.56% |
| October 31, 2023 | 18.56% |
| September 30, 2023 | 18.56% |
| August 31, 2023 | 18.56% |
| July 31, 2023 | 18.56% |
| June 30, 2023 | 18.56% |
| May 31, 2023 | 18.56% |
| April 30, 2023 | 18.56% |
| March 31, 2023 | 18.56% |
| February 28, 2023 | 18.56% |
| January 31, 2023 | 18.56% |
| December 31, 2022 | 18.56% |
| November 30, 2022 | 18.56% |
| October 31, 2022 | 18.56% |
| September 30, 2022 | 17.06% |
| August 31, 2022 | 14.50% |
| July 31, 2022 | 14.50% |
| June 30, 2022 | 14.50% |
| May 31, 2022 | 12.44% |
| April 30, 2022 | 11.44% |
| March 31, 2022 | 9.41% |
| Date | Value |
|---|---|
| February 28, 2022 | 9.41% |
| January 31, 2022 | 9.41% |
| December 31, 2021 | 9.41% |
| November 30, 2021 | 9.41% |
| October 31, 2021 | 9.41% |
| September 30, 2021 | 9.41% |
| August 31, 2021 | 9.41% |
| July 31, 2021 | 9.41% |
| June 30, 2021 | 9.41% |
| May 31, 2021 | 9.41% |
| April 30, 2021 | 9.41% |
| March 31, 2021 | 9.41% |
| February 28, 2021 | 9.41% |
| January 31, 2021 | 9.41% |
| December 31, 2020 | 9.41% |
| November 30, 2020 | 9.41% |
| October 31, 2020 | 9.41% |
| September 30, 2020 | 9.41% |
| August 31, 2020 | 9.41% |
| July 31, 2020 | 9.41% |
| June 30, 2020 | 9.41% |
| May 31, 2020 | 9.41% |
| April 30, 2020 | 9.41% |
| March 31, 2020 | 9.41% |
| February 29, 2020 | 4.38% |
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
4.38%
Minimum
Apr 2019
18.56%
Maximum
Oct 2022
11.70%
Average
9.41%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0965 |
| Beta (5Y) | 1.001 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.0965 |
| Beta (vs YCharts Benchmark) (5Y) | 1.001 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.52% |
| Historical Sharpe Ratio (5Y) | -0.2655 |
| Historical Sortino (5Y) | -0.4055 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.22% |