SPDR® Portfolio S&P 500 Growth ETF (SPYG)
87.07
+0.70
(+0.81%)
USD |
NYSEARCA |
Nov 26, 13:29
SPYG Max Drawdown (5Y): 32.67% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 32.67% |
| September 30, 2024 | 32.67% |
| August 31, 2024 | 32.67% |
| July 31, 2024 | 32.67% |
| June 30, 2024 | 32.67% |
| May 31, 2024 | 32.67% |
| April 30, 2024 | 32.67% |
| March 31, 2024 | 32.67% |
| February 29, 2024 | 32.67% |
| January 31, 2024 | 32.67% |
| December 31, 2023 | 32.67% |
| November 30, 2023 | 32.67% |
| October 31, 2023 | 32.67% |
| September 30, 2023 | 32.67% |
| August 31, 2023 | 32.67% |
| July 31, 2023 | 32.67% |
| June 30, 2023 | 32.67% |
| May 31, 2023 | 32.67% |
| April 30, 2023 | 32.67% |
| March 31, 2023 | 32.67% |
| February 28, 2023 | 32.67% |
| January 31, 2023 | 32.67% |
| December 31, 2022 | 32.67% |
| November 30, 2022 | 32.67% |
| October 31, 2022 | 32.67% |
| Date | Value |
|---|---|
| September 30, 2022 | 31.36% |
| August 31, 2022 | 31.26% |
| July 31, 2022 | 31.26% |
| June 30, 2022 | 31.26% |
| May 31, 2022 | 31.26% |
| April 30, 2022 | 31.26% |
| March 31, 2022 | 31.26% |
| February 28, 2022 | 31.26% |
| January 31, 2022 | 31.26% |
| December 31, 2021 | 31.26% |
| November 30, 2021 | 31.26% |
| October 31, 2021 | 31.26% |
| September 30, 2021 | 31.26% |
| August 31, 2021 | 31.26% |
| July 31, 2021 | 31.26% |
| June 30, 2021 | 31.26% |
| May 31, 2021 | 31.26% |
| April 30, 2021 | 31.26% |
| March 31, 2021 | 31.26% |
| February 28, 2021 | 31.26% |
| January 31, 2021 | 31.26% |
| December 31, 2020 | 31.26% |
| November 30, 2020 | 31.26% |
| October 31, 2020 | 31.26% |
| September 30, 2020 | 31.26% |
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
20.60%
Minimum
Nov 2019
32.67%
Maximum
Oct 2022
31.14%
Average
31.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| iShares S&P 500 Growth ETF | 32.72% |
| Vanguard S&P 500 Growth ETF | 32.74% |
| Fidelity Nasdaq Composite ETF | 35.23% |
| First Trust Large Cap Gr AlphaDEX® ETF | 34.66% |
| iShares Russell 1000 Growth ETF | 32.72% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.8213 |
| Beta (5Y) | 1.066 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.8213 |
| Beta (vs YCharts Benchmark) (5Y) | 1.066 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.50% |
| Historical Sharpe Ratio (5Y) | 0.6778 |
| Historical Sortino (5Y) | 0.8589 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.04% |