SPDR Portfolio S&P 600 Small Cap ETF (SPSM)

45.55 +0.11 (+0.24%) USD  |  NYSEARCA  |  Dec 24, 16:00
More

SPSM Max Drawdown (5Y): 42.88% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for SPSM.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
iShares Core S&P Small-Cap ETF 44.35%
Vanguard S&P Small-Cap 600 Index Fund ETF 44.14%
Invesco S&P SmallCap Momentum ETF 39.39%
Vanguard Small-Cap Index Fund ETF 42.05%
Schwab US Small-Cap ETF 42.41%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.645
Beta (5Y) 1.127
Alpha (vs YCharts Benchmark) (5Y) 1.059
Beta (vs YCharts Benchmark) (5Y) 0.9809
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 25.68%
Historical Sharpe Ratio (5Y) 0.3271
Historical Sortino (5Y) 0.4007
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.29%