SPDR® Portfolio S&P 500 ETF (SPLG)
49.06
+0.16 (+0.33%)
USD |
Apr 16, 20:00
SPLG Max Drawdown (5Y): 33.86% for March 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2021 | 33.86% |
| February 28, 2021 | 33.86% |
| January 31, 2021 | 33.86% |
| December 31, 2020 | 33.86% |
| November 30, 2020 | 33.86% |
| October 31, 2020 | 33.86% |
| September 30, 2020 | 33.86% |
| August 31, 2020 | 33.86% |
| July 31, 2020 | 33.86% |
| June 30, 2020 | 33.86% |
| May 31, 2020 | 33.86% |
| April 30, 2020 | 33.86% |
| March 31, 2020 | 33.86% |
| February 29, 2020 | 19.77% |
| January 31, 2020 | 19.77% |
| December 31, 2019 | 19.77% |
| November 30, 2019 | 19.77% |
| October 31, 2019 | 19.77% |
| September 30, 2019 | 19.77% |
| August 31, 2019 | 19.77% |
| July 31, 2019 | 19.77% |
| June 30, 2019 | 19.77% |
| May 31, 2019 | 19.77% |
| April 30, 2019 | 19.77% |
| March 31, 2019 | 19.77% |
| Date | Value |
|---|---|
| February 28, 2019 | 19.77% |
| January 31, 2019 | 19.77% |
| December 31, 2018 | 19.77% |
| November 30, 2018 | 14.24% |
| October 31, 2018 | 14.24% |
| September 30, 2018 | 14.24% |
| August 31, 2018 | 14.24% |
| July 31, 2018 | 14.24% |
| June 30, 2018 | 14.24% |
| May 31, 2018 | 14.24% |
| April 30, 2018 | 14.24% |
| March 31, 2018 | 14.24% |
| February 28, 2018 | 14.24% |
| January 31, 2018 | 14.24% |
| December 31, 2017 | 14.24% |
| November 30, 2017 | 14.24% |
| October 31, 2017 | 14.24% |
| September 30, 2017 | 14.24% |
| August 31, 2017 | 14.24% |
| July 31, 2017 | 14.24% |
| June 30, 2017 | 14.24% |
| May 31, 2017 | 17.59% |
| April 30, 2017 | 17.59% |
| March 31, 2017 | 23.81% |
| February 28, 2017 | 23.81% |
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
14.24%
Minimum
Jun 2017
33.86%
Maximum
Mar 2020
21.90%
Average
19.77%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| SPDR® S&P 500 ETF Trust | 33.70% |
| Vanguard S&P 500 ETF | 34.01% |
| iShares Core S&P 500 ETF | 33.90% |
| SPDR® S&P 500 Fossil Fuel Rsrv Free ETF | 32.83% |
| iShares ESG Aware MSCI USA ETF | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.0396 |
| Beta (5Y) | 1.002 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.48% |
| Historical Sharpe Ratio (5Y) | 1.004 |
| Historical Sortino (5Y) | 0.9014 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.42% |