SPDR® S&P 500 Fossil Fuel Rsrv Free ETF (SPYX)
95.34
+2.80 (+3.03%)
USD |
NYSEARCA |
Jun 24, 16:00
94.78
-0.56 (-0.59%)
After-Hours: 20:00
SPYX Max Drawdown (5Y): 32.83% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 32.83% |
| April 30, 2022 | 32.83% |
| March 31, 2022 | 32.83% |
| February 28, 2022 | 32.83% |
| January 31, 2022 | 32.83% |
| December 31, 2021 | 32.83% |
| November 30, 2021 | 32.83% |
| October 31, 2021 | 32.83% |
| September 30, 2021 | 32.83% |
| August 31, 2021 | 32.83% |
| July 31, 2021 | 32.83% |
| June 30, 2021 | 32.83% |
| May 31, 2021 | 32.83% |
| April 30, 2021 | 32.83% |
| March 31, 2021 | 32.83% |
| February 28, 2021 | 32.83% |
| January 31, 2021 | 32.83% |
| December 31, 2020 | 32.83% |
| November 30, 2020 | 32.83% |
| October 31, 2020 | 32.83% |
| September 30, 2020 | 32.83% |
| August 31, 2020 | 32.83% |
| July 31, 2020 | 32.83% |
| June 30, 2020 | 32.83% |
| May 31, 2020 | 32.83% |
| Date | Value |
|---|---|
| April 30, 2020 | 32.83% |
| March 31, 2020 | 32.83% |
| February 29, 2020 | 19.19% |
| January 31, 2020 | 19.19% |
| December 31, 2019 | 19.19% |
| November 30, 2019 | 19.19% |
| October 31, 2019 | 19.19% |
| September 30, 2019 | 19.19% |
| August 31, 2019 | 19.19% |
| July 31, 2019 | 19.19% |
| June 30, 2019 | 19.19% |
| May 31, 2019 | 19.19% |
| April 30, 2019 | 19.19% |
| March 31, 2019 | 19.19% |
| February 28, 2019 | 19.19% |
| January 31, 2019 | 19.19% |
| December 31, 2018 | 19.19% |
| November 30, 2018 | 12.46% |
| October 31, 2018 | 12.46% |
| September 30, 2018 | 12.46% |
| August 31, 2018 | 12.46% |
| July 31, 2018 | 12.46% |
| June 30, 2018 | 12.46% |
| May 31, 2018 | 12.46% |
| April 30, 2018 | 12.46% |
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
12.46%
Minimum
Jun 2017
32.83%
Maximum
Mar 2020
23.31%
Average
19.19%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0553 |
| Beta (5Y) | 0.9912 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.65% |
| Historical Sharpe Ratio (5Y) | 0.7758 |
| Historical Sortino (5Y) | 0.7964 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.37% |