SPDR® Portfolio Long Term Treasury ETF (SPTL)
26.90
+0.16
(+0.58%)
USD |
NYSEARCA |
May 07, 16:00
26.90
0.00 (0.00%)
After-Hours: 20:00
SPTL Max Drawdown (5Y): 46.19% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 46.19% |
| March 31, 2024 | 46.19% |
| February 29, 2024 | 46.19% |
| January 31, 2024 | 46.19% |
| December 31, 2023 | 46.19% |
| November 30, 2023 | 46.19% |
| October 31, 2023 | 46.19% |
| September 30, 2023 | 42.99% |
| August 31, 2023 | 42.54% |
| July 31, 2023 | 42.54% |
| June 30, 2023 | 42.54% |
| May 31, 2023 | 42.54% |
| April 30, 2023 | 42.54% |
| March 31, 2023 | 42.54% |
| February 28, 2023 | 42.54% |
| January 31, 2023 | 42.54% |
| December 31, 2022 | 42.54% |
| November 30, 2022 | 42.54% |
| October 31, 2022 | 42.54% |
| September 30, 2022 | 38.09% |
| August 31, 2022 | 33.87% |
| July 31, 2022 | 33.87% |
| June 30, 2022 | 33.87% |
| May 31, 2022 | 31.10% |
| April 30, 2022 | 28.06% |
| Date | Value |
|---|---|
| March 31, 2022 | 22.84% |
| February 28, 2022 | 20.71% |
| January 31, 2022 | 20.71% |
| December 31, 2021 | 20.71% |
| November 30, 2021 | 20.71% |
| October 31, 2021 | 20.71% |
| September 30, 2021 | 20.71% |
| August 31, 2021 | 20.71% |
| July 31, 2021 | 20.71% |
| June 30, 2021 | 20.71% |
| May 31, 2021 | 20.71% |
| April 30, 2021 | 20.71% |
| March 31, 2021 | 20.71% |
| February 28, 2021 | 18.20% |
| January 31, 2021 | 17.07% |
| December 31, 2020 | 17.07% |
| November 30, 2020 | 17.07% |
| October 31, 2020 | 17.07% |
| September 30, 2020 | 17.07% |
| August 31, 2020 | 17.07% |
| July 31, 2020 | 17.07% |
| June 30, 2020 | 17.07% |
| May 31, 2020 | 17.07% |
| April 30, 2020 | 17.07% |
| March 31, 2020 | 17.07% |
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
17.07%
Minimum
May 2019
46.19%
Maximum
Oct 2023
28.02%
Average
20.71%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.8704 |
| Beta (5Y) | 2.221 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.8704 |
| Beta (vs YCharts Benchmark) (5Y) | 2.221 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.52% |
| Historical Sharpe Ratio (5Y) | -0.3714 |
| Historical Sortino (5Y) | -0.6988 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.00% |