AAM S&P 500 High Dividend Value ETF (SPDV)
35.05
+0.22
(+0.63%)
USD |
NYSEARCA |
Nov 25, 16:00
35.10
+0.05
(+0.14%)
After-Hours: 20:00
SPDV Max Drawdown (5Y): 43.85% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 43.85% |
September 30, 2024 | 43.85% |
August 31, 2024 | 43.85% |
July 31, 2024 | 43.85% |
June 30, 2024 | 43.85% |
May 31, 2024 | 43.85% |
April 30, 2024 | 43.85% |
March 31, 2024 | 43.85% |
February 29, 2024 | 43.85% |
January 31, 2024 | 43.85% |
December 31, 2023 | 43.85% |
November 30, 2023 | 43.85% |
October 31, 2023 | 43.85% |
September 30, 2023 | 43.85% |
August 31, 2023 | 43.85% |
July 31, 2023 | 43.85% |
June 30, 2023 | 43.85% |
May 31, 2023 | 43.85% |
April 30, 2023 | 43.85% |
March 31, 2023 | 43.85% |
February 28, 2023 | 43.85% |
January 31, 2023 | 43.85% |
December 31, 2022 | 43.85% |
November 30, 2022 | 43.85% |
October 31, 2022 | 43.85% |
Date | Value |
---|---|
September 30, 2022 | 43.85% |
August 31, 2022 | 43.85% |
July 31, 2022 | 43.85% |
June 30, 2022 | 43.85% |
May 31, 2022 | 43.85% |
April 30, 2022 | 43.85% |
March 31, 2022 | 43.85% |
February 28, 2022 | 43.85% |
January 31, 2022 | 43.85% |
December 31, 2021 | 43.85% |
November 30, 2021 | 43.85% |
October 31, 2021 | 43.85% |
September 30, 2021 | 43.85% |
August 31, 2021 | 43.85% |
July 31, 2021 | 43.85% |
June 30, 2021 | 43.85% |
May 31, 2021 | 43.85% |
April 30, 2021 | 43.85% |
March 31, 2021 | 43.85% |
February 28, 2021 | 43.85% |
January 31, 2021 | 43.85% |
December 31, 2020 | 43.85% |
November 30, 2020 | 43.85% |
October 31, 2020 | 43.85% |
September 30, 2020 | 43.85% |
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
18.50%
Minimum
Nov 2019
43.85%
Maximum
Mar 2020
42.16%
Average
43.85%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.948 |
Beta (5Y) | 0.9549 |
Alpha (vs YCharts Benchmark) (5Y) | -5.948 |
Beta (vs YCharts Benchmark) (5Y) | 0.9549 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.30% |
Historical Sharpe Ratio (5Y) | 0.2861 |
Historical Sortino (5Y) | 0.3035 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.44% |