SPDR® Nuveen Blmbg Muni Bd ETF (TFI)
45.70
+0.10
(+0.22%)
USD |
NYSEARCA |
Apr 26, 10:21
TFI Max Drawdown (5Y): 15.49% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 15.49% |
February 29, 2024 | 15.49% |
January 31, 2024 | 15.49% |
December 31, 2023 | 15.49% |
November 30, 2023 | 15.49% |
October 31, 2023 | 15.49% |
September 30, 2023 | 15.49% |
August 31, 2023 | 15.49% |
July 31, 2023 | 15.49% |
June 30, 2023 | 15.49% |
May 31, 2023 | 15.49% |
April 30, 2023 | 15.49% |
March 31, 2023 | 15.49% |
February 28, 2023 | 15.49% |
January 31, 2023 | 15.49% |
December 31, 2022 | 15.49% |
November 30, 2022 | 15.49% |
October 31, 2022 | 15.49% |
September 30, 2022 | 15.49% |
August 31, 2022 | 15.49% |
July 31, 2022 | 15.49% |
June 30, 2022 | 15.49% |
May 31, 2022 | 15.49% |
April 30, 2022 | 15.49% |
March 31, 2022 | 15.49% |
Date | Value |
---|---|
February 28, 2022 | 15.49% |
January 31, 2022 | 15.49% |
December 31, 2021 | 15.49% |
November 30, 2021 | 15.49% |
October 31, 2021 | 15.49% |
September 30, 2021 | 15.49% |
August 31, 2021 | 15.49% |
July 31, 2021 | 15.49% |
June 30, 2021 | 15.49% |
May 31, 2021 | 15.49% |
April 30, 2021 | 15.49% |
March 31, 2021 | 15.49% |
February 28, 2021 | 15.49% |
January 31, 2021 | 15.49% |
December 31, 2020 | 15.49% |
November 30, 2020 | 15.49% |
October 31, 2020 | 15.49% |
September 30, 2020 | 15.49% |
August 31, 2020 | 15.49% |
July 31, 2020 | 15.49% |
June 30, 2020 | 15.49% |
May 31, 2020 | 15.49% |
April 30, 2020 | 15.49% |
March 31, 2020 | 15.49% |
February 29, 2020 | 6.73% |
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
6.73%
Minimum
Apr 2019
15.49%
Maximum
Mar 2020
13.88%
Average
15.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.6397 |
Beta (5Y) | 1.118 |
Alpha (vs YCharts Benchmark) (5Y) | -0.6397 |
Beta (vs YCharts Benchmark) (5Y) | 1.118 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.50% |
Historical Sharpe Ratio (5Y) | -0.1453 |
Historical Sortino (5Y) | -0.198 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.47% |