SPDR Blackstone Senior Loan ETF (SRLN)
42.88
-0.32 (-0.74%)
USD |
NYSEARCA |
May 18, 16:00
42.88
0.00 (0.00%)
After-Hours: 16:36
SRLN Max Drawdown (5Y): 22.29% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 22.29% |
| March 31, 2022 | 22.29% |
| February 28, 2022 | 22.29% |
| January 31, 2022 | 22.29% |
| December 31, 2021 | 22.29% |
| November 30, 2021 | 22.29% |
| October 31, 2021 | 22.29% |
| September 30, 2021 | 22.29% |
| August 31, 2021 | 22.29% |
| July 31, 2021 | 22.29% |
| June 30, 2021 | 22.29% |
| May 31, 2021 | 22.29% |
| April 30, 2021 | 22.29% |
| March 31, 2021 | 22.29% |
| February 28, 2021 | 22.29% |
| January 31, 2021 | 22.29% |
| December 31, 2020 | 22.29% |
| November 30, 2020 | 22.29% |
| October 31, 2020 | 22.29% |
| September 30, 2020 | 22.29% |
| August 31, 2020 | 22.29% |
| July 31, 2020 | 22.29% |
| June 30, 2020 | 22.29% |
| May 31, 2020 | 22.29% |
| April 30, 2020 | 22.29% |
| Date | Value |
|---|---|
| March 31, 2020 | 22.29% |
| February 29, 2020 | 5.58% |
| January 31, 2020 | 5.58% |
| December 31, 2019 | 5.58% |
| November 30, 2019 | 5.58% |
| October 31, 2019 | 5.58% |
| September 30, 2019 | 5.58% |
| August 31, 2019 | 5.58% |
| July 31, 2019 | 5.58% |
| June 30, 2019 | 5.58% |
| May 31, 2019 | 5.58% |
| April 30, 2019 | 5.58% |
| March 31, 2019 | 5.58% |
| February 28, 2019 | 5.58% |
| January 31, 2019 | 5.58% |
| December 31, 2018 | 5.58% |
| November 30, 2018 | 5.58% |
| October 31, 2018 | 5.58% |
| September 30, 2018 | 5.58% |
| August 31, 2018 | 5.58% |
| July 31, 2018 | 5.58% |
| June 30, 2018 | 5.58% |
| May 31, 2018 | 5.58% |
| April 30, 2018 | 5.58% |
| March 31, 2018 | 5.58% |
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
5.58%
Minimum
May 2017
22.29%
Maximum
Mar 2020
12.82%
Average
5.58%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.455 |
| Beta (5Y) | 0.1361 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.91% |
| Historical Sharpe Ratio (5Y) | 0.3453 |
| Historical Sortino (5Y) | 0.2483 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.34% |