SPDR® S&P 500 ETF Trust (SPY)
509.38
+5.89
(+1.17%)
USD |
NYSEARCA |
Apr 26, 15:02
SPY Max Drawdown (5Y): 33.70% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 33.70% |
February 29, 2024 | 33.70% |
January 31, 2024 | 33.70% |
December 31, 2023 | 33.70% |
November 30, 2023 | 33.70% |
October 31, 2023 | 33.70% |
September 30, 2023 | 33.70% |
August 31, 2023 | 33.70% |
July 31, 2023 | 33.70% |
June 30, 2023 | 33.70% |
May 31, 2023 | 33.70% |
April 30, 2023 | 33.70% |
March 31, 2023 | 33.70% |
February 28, 2023 | 33.70% |
January 31, 2023 | 33.70% |
December 31, 2022 | 33.70% |
November 30, 2022 | 33.70% |
October 31, 2022 | 33.70% |
September 30, 2022 | 33.70% |
August 31, 2022 | 33.70% |
July 31, 2022 | 33.70% |
June 30, 2022 | 33.70% |
May 31, 2022 | 33.70% |
April 30, 2022 | 33.70% |
March 31, 2022 | 33.70% |
Date | Value |
---|---|
February 28, 2022 | 33.70% |
January 31, 2022 | 33.70% |
December 31, 2021 | 33.70% |
November 30, 2021 | 33.70% |
October 31, 2021 | 33.70% |
September 30, 2021 | 33.70% |
August 31, 2021 | 33.70% |
July 31, 2021 | 33.70% |
June 30, 2021 | 33.70% |
May 31, 2021 | 33.70% |
April 30, 2021 | 33.70% |
March 31, 2021 | 33.70% |
February 28, 2021 | 33.70% |
January 31, 2021 | 33.70% |
December 31, 2020 | 33.70% |
November 30, 2020 | 33.70% |
October 31, 2020 | 33.70% |
September 30, 2020 | 33.70% |
August 31, 2020 | 33.70% |
July 31, 2020 | 33.70% |
June 30, 2020 | 33.70% |
May 31, 2020 | 33.70% |
April 30, 2020 | 33.70% |
March 31, 2020 | 33.70% |
February 29, 2020 | 19.34% |
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
19.34%
Minimum
Apr 2019
33.70%
Maximum
Mar 2020
31.07%
Average
33.70%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Vanguard S&P 500 ETF | 34.01% |
iShares Core S&P 500 ETF | 33.90% |
SPDR® Portfolio S&P 500 ETF | 33.86% |
CYBER HORNET S&P500 Bitcoin 75/25StgyETF | -- |
iShares Russell Top 200 ETF | 32.71% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.0631 |
Beta (5Y) | 0.9981 |
Alpha (vs YCharts Benchmark) (5Y) | -0.0631 |
Beta (vs YCharts Benchmark) (5Y) | 0.9981 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.85% |
Historical Sharpe Ratio (5Y) | 0.6879 |
Historical Sortino (5Y) | 0.7449 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.94% |