SPDR® Portfolio Aggregate Bond ETF (SPAB)
25.02
-0.02 (-0.10%)
USD |
NYSEARCA |
Oct 06, 13:23
SPAB Max Drawdown (5Y): 17.06% for Sept. 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| January 31, 2020 | 4.38% |
| December 31, 2019 | 4.38% |
| November 30, 2019 | 4.38% |
| October 31, 2019 | 4.38% |
| September 30, 2019 | 4.38% |
| August 31, 2019 | 4.38% |
| July 31, 2019 | 4.38% |
| June 30, 2019 | 4.38% |
| May 31, 2019 | 4.38% |
| April 30, 2019 | 4.38% |
| March 31, 2019 | 4.38% |
| February 28, 2019 | 4.38% |
| January 31, 2019 | 4.38% |
| December 31, 2018 | 4.38% |
| November 30, 2018 | 4.38% |
| October 31, 2018 | 4.38% |
| September 30, 2018 | 4.38% |
| August 31, 2018 | 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
Jul 2018
17.06%
Maximum
Sep 2022
7.54%
Average
9.41%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0589 |
| Beta (5Y) | 1.005 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.19% |
| Historical Sharpe Ratio (5Y) | -0.2501 |
| Historical Sortino (5Y) | -0.3214 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.62% |