SPDR® S&P 500 Fossil Fuel Rsrv Free ETF (SPYX)
41.07
+0.07
(+0.17%)
USD |
NYSEARCA |
May 01, 16:00
41.07
0.00 (0.00%)
After-Hours: 18:02
SPYX Max Drawdown (5Y): 32.83% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 32.83% |
March 31, 2024 | 32.83% |
February 29, 2024 | 32.83% |
January 31, 2024 | 32.83% |
December 31, 2023 | 32.83% |
November 30, 2023 | 32.83% |
October 31, 2023 | 32.83% |
September 30, 2023 | 32.83% |
August 31, 2023 | 32.83% |
July 31, 2023 | 32.83% |
June 30, 2023 | 32.83% |
May 31, 2023 | 32.83% |
April 30, 2023 | 32.83% |
March 31, 2023 | 32.83% |
February 28, 2023 | 32.83% |
January 31, 2023 | 32.83% |
December 31, 2022 | 32.83% |
November 30, 2022 | 32.83% |
October 31, 2022 | 32.83% |
September 30, 2022 | 32.83% |
August 31, 2022 | 32.83% |
July 31, 2022 | 32.83% |
June 30, 2022 | 32.83% |
May 31, 2022 | 32.83% |
April 30, 2022 | 32.83% |
Date | Value |
---|---|
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% |
April 30, 2020 | 32.83% |
March 31, 2020 | 32.83% |
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
19.19%
Minimum
May 2019
32.83%
Maximum
Mar 2020
30.56%
Average
32.83%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Franklin US Large Cap Mltfctr Idx ETF | 33.63% |
Invesco MSCI USA ETF | 33.15% |
Schwab 1000 ETF | 34.80% |
Vanguard ESG US Stock ETF | 33.67% |
JPMorgan BetaBuilders US Equity ETF | 35.35% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.0592 |
Beta (5Y) | 0.9899 |
Alpha (vs YCharts Benchmark) (5Y) | -0.0592 |
Beta (vs YCharts Benchmark) (5Y) | 0.9899 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.77% |
Historical Sharpe Ratio (5Y) | 0.5844 |
Historical Sortino (5Y) | 0.6478 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.30% |