SPDR® Portfolio Intmdt Term Trs ETF (SPTI)
28.11
0.00 (0.00%)
USD |
NYSEARCA |
Jun 21, 16:00
28.12
0.00 (0.00%)
After-Hours: 20:00
SPTI Max Drawdown (5Y): 16.12% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 16.12% |
| April 30, 2024 | 16.12% |
| March 31, 2024 | 16.12% |
| February 29, 2024 | 16.12% |
| January 31, 2024 | 16.12% |
| December 31, 2023 | 16.12% |
| November 30, 2023 | 16.12% |
| October 31, 2023 | 16.12% |
| September 30, 2023 | 16.12% |
| August 31, 2023 | 16.12% |
| July 31, 2023 | 16.12% |
| June 30, 2023 | 16.12% |
| May 31, 2023 | 16.12% |
| April 30, 2023 | 16.12% |
| March 31, 2023 | 16.12% |
| February 28, 2023 | 16.12% |
| January 31, 2023 | 16.12% |
| December 31, 2022 | 16.12% |
| November 30, 2022 | 16.12% |
| October 31, 2022 | 16.12% |
| September 30, 2022 | 15.32% |
| August 31, 2022 | 13.35% |
| July 31, 2022 | 13.35% |
| June 30, 2022 | 13.35% |
| May 31, 2022 | 11.37% |
| Date | Value |
|---|---|
| April 30, 2022 | 10.81% |
| March 31, 2022 | 9.07% |
| February 28, 2022 | 6.66% |
| January 31, 2022 | 5.28% |
| December 31, 2021 | 4.07% |
| November 30, 2021 | 4.07% |
| October 31, 2021 | 3.84% |
| September 30, 2021 | 3.84% |
| August 31, 2021 | 3.84% |
| July 31, 2021 | 3.84% |
| June 30, 2021 | 3.84% |
| May 31, 2021 | 3.84% |
| April 30, 2021 | 3.84% |
| March 31, 2021 | 3.84% |
| February 28, 2021 | 3.84% |
| January 31, 2021 | 3.84% |
| December 31, 2020 | 3.84% |
| November 30, 2020 | 3.84% |
| October 31, 2020 | 3.84% |
| September 30, 2020 | 3.84% |
| August 31, 2020 | 3.84% |
| July 31, 2020 | 3.84% |
| June 30, 2020 | 3.84% |
| May 31, 2020 | 3.84% |
| April 30, 2020 | 3.84% |
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
3.84%
Minimum
Jun 2019
16.12%
Maximum
Oct 2022
9.01%
Average
4.07%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.6498 |
| Beta (5Y) | 0.7735 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.6498 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7735 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.22% |
| Historical Sharpe Ratio (5Y) | -0.461 |
| Historical Sortino (5Y) | -0.7036 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.52% |