State Street SPDR Portfolio S&P 500 Value ETF (SPYV)
62.36
-0.27
(-0.43%)
USD |
NYSEARCA |
Sep 18, 16:00
62.38
+0.02
(+0.02%)
After-Hours: 20:00
SPYV Max Drawdown (5Y) : 17.91% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 17.91% |
| July 31, 2026 | 17.91% |
| June 30, 2026 | 17.91% |
| May 31, 2026 | 17.91% |
| April 30, 2026 | 17.91% |
| March 31, 2026 | 17.91% |
| February 28, 2026 | 17.91% |
| January 31, 2026 | 17.91% |
| December 31, 2025 | 17.91% |
| November 30, 2025 | 17.91% |
| October 31, 2025 | 17.91% |
| September 30, 2025 | 17.91% |
| August 31, 2025 | 17.91% |
| July 31, 2025 | 17.91% |
| June 30, 2025 | 17.91% |
| May 31, 2025 | 18.83% |
| April 30, 2025 | 23.01% |
| March 31, 2025 | 28.95% |
| February 28, 2025 | 36.86% |
| January 31, 2025 | 36.86% |
| December 31, 2024 | 36.86% |
| November 30, 2024 | 36.86% |
| October 31, 2024 | 36.86% |
| September 30, 2024 | 36.86% |
| August 31, 2024 | 36.86% |
| Date | Value |
|---|---|
| July 31, 2024 | 36.86% |
| June 30, 2024 | 36.86% |
| May 31, 2024 | 36.86% |
| April 30, 2024 | 36.86% |
| March 31, 2024 | 36.86% |
| February 29, 2024 | 36.86% |
| January 31, 2024 | 36.86% |
| December 31, 2023 | 36.86% |
| November 30, 2023 | 36.86% |
| October 31, 2023 | 36.86% |
| September 30, 2023 | 36.86% |
| August 31, 2023 | 36.86% |
| July 31, 2023 | 36.86% |
| June 30, 2023 | 36.86% |
| May 31, 2023 | 36.86% |
| April 30, 2023 | 36.86% |
| March 31, 2023 | 36.86% |
| February 28, 2023 | 36.86% |
| January 31, 2023 | 36.86% |
| December 31, 2022 | 36.86% |
| November 30, 2022 | 36.86% |
| October 31, 2022 | 36.86% |
| September 30, 2022 | 36.86% |
| August 31, 2022 | 36.86% |
| July 31, 2022 | 36.86% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| WisdomTree US LargeCap Dividend Fund | 16.26% |
| WisdomTree US LargeCap Fund | 23.56% |
| Invesco S&P 500 Revenue ETF | 17.50% |
| Schwab US Large-Cap Value ETF | 19.77% |
| Schwab US Dividend Equity ETF | 16.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.4652 |
| Beta (5Y) | 0.8179 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.1939 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9472 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.25% |
| Historical Sharpe Ratio (5Y) | 0.5949 |
| Historical Sortino (5Y) | 0.9463 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.81% |