SPDR® Portfolio S&P 500 Growth ETF (SPYG)
70.15
-0.33
(-0.47%)
USD |
NYSEARCA |
Apr 25, 16:00
71.36
+1.21
(+1.72%)
After-Hours: 20:00
SPYG Max Drawdown (5Y): 32.67% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 31.26% |
July 31, 2020 | 31.26% |
June 30, 2020 | 31.26% |
May 31, 2020 | 31.26% |
April 30, 2020 | 31.26% |
March 31, 2020 | 31.26% |
February 29, 2020 | 20.60% |
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
Apr 2019
32.67%
Maximum
Oct 2022
29.73%
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 NASDAQ-100 Equal Wtd ETF | 32.13% |
First Trust Large Cap Gr AlphaDEX® ETF | 34.66% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.0705 |
Beta (5Y) | 1.045 |
Alpha (vs YCharts Benchmark) (5Y) | -2.156 |
Beta (vs YCharts Benchmark) (5Y) | 0.9604 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.05% |
Historical Sharpe Ratio (5Y) | 0.6515 |
Historical Sortino (5Y) | 0.8091 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.84% |