SPDR® Portfolio Short Term Corp Bd ETF (SPSB)
29.58
0.00 (0.00%)
USD |
NYSEARCA |
Apr 26, 15:13
SPSB Max Drawdown (5Y): 11.75% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 11.75% |
February 29, 2024 | 11.75% |
January 31, 2024 | 11.75% |
December 31, 2023 | 11.75% |
November 30, 2023 | 11.75% |
October 31, 2023 | 11.75% |
September 30, 2023 | 11.75% |
August 31, 2023 | 11.75% |
July 31, 2023 | 11.75% |
June 30, 2023 | 11.75% |
May 31, 2023 | 11.75% |
April 30, 2023 | 11.75% |
March 31, 2023 | 11.75% |
February 28, 2023 | 11.75% |
January 31, 2023 | 11.75% |
December 31, 2022 | 11.75% |
November 30, 2022 | 11.75% |
October 31, 2022 | 11.75% |
September 30, 2022 | 11.75% |
August 31, 2022 | 11.75% |
July 31, 2022 | 11.75% |
June 30, 2022 | 11.75% |
May 31, 2022 | 11.75% |
April 30, 2022 | 11.75% |
March 31, 2022 | 11.75% |
Date | Value |
---|---|
February 28, 2022 | 11.75% |
January 31, 2022 | 11.75% |
December 31, 2021 | 11.75% |
November 30, 2021 | 11.75% |
October 31, 2021 | 11.75% |
September 30, 2021 | 11.75% |
August 31, 2021 | 11.75% |
July 31, 2021 | 11.75% |
June 30, 2021 | 11.75% |
May 31, 2021 | 11.75% |
April 30, 2021 | 11.75% |
March 31, 2021 | 11.75% |
February 28, 2021 | 11.75% |
January 31, 2021 | 11.75% |
December 31, 2020 | 11.75% |
November 30, 2020 | 11.75% |
October 31, 2020 | 11.75% |
September 30, 2020 | 11.75% |
August 31, 2020 | 11.75% |
July 31, 2020 | 11.75% |
June 30, 2020 | 11.75% |
May 31, 2020 | 11.75% |
April 30, 2020 | 11.75% |
March 31, 2020 | 11.75% |
February 29, 2020 | 0.93% |
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
0.93%
Minimum
Apr 2019
11.75%
Maximum
Mar 2020
9.77%
Average
11.75%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.4811 |
Beta (5Y) | 0.3263 |
Alpha (vs YCharts Benchmark) (5Y) | 0.4811 |
Beta (vs YCharts Benchmark) (5Y) | 0.3263 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 3.73% |
Historical Sharpe Ratio (5Y) | -0.014 |
Historical Sortino (5Y) | -0.0137 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.06% |