SPDR® Portfolio S&P 600 Sm Cap ETF (SPSM)
37.92
+0.79
(+2.13%)
USD |
NYSEARCA |
Jun 06, 14:43
SPSM Max Drawdown (5Y): 42.88% for May 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2023 | 42.88% |
| April 30, 2023 | 42.88% |
| March 31, 2023 | 42.88% |
| February 28, 2023 | 42.88% |
| January 31, 2023 | 42.88% |
| December 31, 2022 | 42.88% |
| November 30, 2022 | 42.88% |
| October 31, 2022 | 42.88% |
| September 30, 2022 | 42.88% |
| August 31, 2022 | 42.88% |
| July 31, 2022 | 42.88% |
| June 30, 2022 | 42.88% |
| May 31, 2022 | 42.88% |
| April 30, 2022 | 42.88% |
| March 31, 2022 | 42.88% |
| February 28, 2022 | 42.88% |
| January 31, 2022 | 42.88% |
| December 31, 2021 | 42.88% |
| November 30, 2021 | 42.88% |
| October 31, 2021 | 42.88% |
| September 30, 2021 | 42.88% |
| August 31, 2021 | 42.88% |
| July 31, 2021 | 42.88% |
| June 30, 2021 | 42.88% |
| May 31, 2021 | 42.88% |
| Date | Value |
|---|---|
| April 30, 2021 | 42.88% |
| March 31, 2021 | 42.88% |
| February 28, 2021 | 42.88% |
| January 31, 2021 | 42.88% |
| December 31, 2020 | 42.88% |
| November 30, 2020 | 42.88% |
| October 31, 2020 | 42.88% |
| September 30, 2020 | 42.88% |
| August 31, 2020 | 42.88% |
| July 31, 2020 | 42.88% |
| June 30, 2020 | 42.88% |
| May 31, 2020 | 42.88% |
| April 30, 2020 | 42.88% |
| March 31, 2020 | 42.88% |
| February 29, 2020 | 26.42% |
| January 31, 2020 | 26.42% |
| December 31, 2019 | 26.42% |
| November 30, 2019 | 26.42% |
| October 31, 2019 | 26.42% |
| September 30, 2019 | 26.42% |
| August 31, 2019 | 26.42% |
| July 31, 2019 | 26.42% |
| June 30, 2019 | 26.42% |
| May 31, 2019 | 26.42% |
| April 30, 2019 | 26.42% |
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
25.40%
Minimum
Jun 2018
42.88%
Maximum
Mar 2020
37.02%
Average
42.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| iShares Core S&P Small-Cap ETF | 44.35% |
| SPDR® S&P 600 Small Cap ETF | 44.45% |
| Vanguard S&P Small-Cap 600 ETF | 44.14% |
| Invesco FTSE RAFI US 1500 Small-Mid ETF | 44.27% |
| Royce Value Trust Inc | 47.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.317 |
| Beta (5Y) | 1.140 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.119 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9923 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.00% |
| Historical Sharpe Ratio (5Y) | 0.2158 |
| Historical Sortino (5Y) | 0.2656 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.17% |