SPDR® Portfolio Long Term Treasury ETF (SPTL)
26.78
-0.19
(-0.70%)
USD |
NYSEARCA |
Nov 13, 16:00
26.78
0.00 (0.00%)
After-Hours: 20:00
SPTL Max Drawdown (5Y): 46.19% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 46.19% |
| September 30, 2024 | 46.19% |
| August 31, 2024 | 46.19% |
| July 31, 2024 | 46.19% |
| June 30, 2024 | 46.19% |
| May 31, 2024 | 46.19% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
46.19%
Maximum
Oct 2023
30.93%
Average
29.58%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.085 |
| Beta (5Y) | 2.093 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.085 |
| Beta (vs YCharts Benchmark) (5Y) | 2.093 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.19% |
| Historical Sharpe Ratio (5Y) | -0.4948 |
| Historical Sortino (5Y) | -0.9017 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.00% |