SPDR® S&P 500 Fossil Fuel Rsrv Free ETF (SPYX)
103.12
-1.37 (-1.31%)
USD |
Jun 18, 20:00
SPYX Max Drawdown (5Y): 32.83% for May 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| March 31, 2018 | 12.46% |
| February 28, 2018 | 12.46% |
| January 31, 2018 | 12.46% |
| December 31, 2017 | 12.46% |
| November 30, 2017 | 12.46% |
| October 31, 2017 | 12.46% |
| September 30, 2017 | 12.46% |
| August 31, 2017 | 12.46% |
| July 31, 2017 | 12.46% |
| June 30, 2017 | 12.46% |
| May 31, 2017 | 12.46% |
| April 30, 2017 | 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 2016
32.83%
Maximum
Mar 2020
19.24%
Average
15.83%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.7842 |
| Beta (5Y) | 0.9854 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.21% |
| Historical Sharpe Ratio (5Y) | 1.103 |
| Historical Sortino (5Y) | 1.002 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.28% |