SPDR® Portfolio MSCI Global Stk Mkt ETF (SPGM)
65.41
+0.29
(+0.45%)
USD |
NYSEARCA |
Nov 25, 16:00
63.00
-2.41
(-3.68%)
After-Hours: 20:00
SPGM Max Drawdown (5Y): 33.96% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 33.96% |
September 30, 2024 | 33.96% |
August 31, 2024 | 33.96% |
July 31, 2024 | 33.96% |
June 30, 2024 | 33.96% |
May 31, 2024 | 33.96% |
April 30, 2024 | 33.96% |
March 31, 2024 | 33.96% |
February 29, 2024 | 33.96% |
January 31, 2024 | 33.96% |
December 31, 2023 | 33.96% |
November 30, 2023 | 33.96% |
October 31, 2023 | 33.96% |
September 30, 2023 | 33.96% |
August 31, 2023 | 33.96% |
July 31, 2023 | 33.96% |
June 30, 2023 | 33.96% |
May 31, 2023 | 33.96% |
April 30, 2023 | 33.96% |
March 31, 2023 | 33.96% |
February 28, 2023 | 33.96% |
January 31, 2023 | 33.96% |
December 31, 2022 | 33.96% |
November 30, 2022 | 33.96% |
October 31, 2022 | 33.96% |
Date | Value |
---|---|
September 30, 2022 | 33.96% |
August 31, 2022 | 33.96% |
July 31, 2022 | 33.96% |
June 30, 2022 | 33.96% |
May 31, 2022 | 33.96% |
April 30, 2022 | 33.96% |
March 31, 2022 | 33.96% |
February 28, 2022 | 33.96% |
January 31, 2022 | 33.96% |
December 31, 2021 | 33.96% |
November 30, 2021 | 33.96% |
October 31, 2021 | 33.96% |
September 30, 2021 | 33.96% |
August 31, 2021 | 33.96% |
July 31, 2021 | 33.96% |
June 30, 2021 | 33.96% |
May 31, 2021 | 33.96% |
April 30, 2021 | 33.96% |
March 31, 2021 | 33.96% |
February 28, 2021 | 33.96% |
January 31, 2021 | 33.96% |
December 31, 2020 | 33.96% |
November 30, 2020 | 33.96% |
October 31, 2020 | 33.96% |
September 30, 2020 | 33.96% |
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
23.33%
Minimum
Nov 2019
33.96%
Maximum
Mar 2020
33.26%
Average
33.96%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.723 |
Beta (5Y) | 0.9640 |
Alpha (vs YCharts Benchmark) (5Y) | -0.9598 |
Beta (vs YCharts Benchmark) (5Y) | 0.9778 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.68% |
Historical Sharpe Ratio (5Y) | 0.4827 |
Historical Sortino (5Y) | 0.515 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.74% |