SPDR® DoubleLine Total Return Tact ETF (TOTL)
38.96
-0.09
(-0.23%)
USD |
NYSEARCA |
Apr 16, 16:00
38.96
0.00 (0.00%)
After-Hours: 16:34
TOTL Max Drawdown (5Y): 16.48% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 16.48% |
| February 29, 2024 | 16.48% |
| January 31, 2024 | 16.48% |
| December 31, 2023 | 16.48% |
| November 30, 2023 | 16.48% |
| October 31, 2023 | 16.48% |
| September 30, 2023 | 16.48% |
| August 31, 2023 | 16.48% |
| July 31, 2023 | 16.48% |
| June 30, 2023 | 16.48% |
| May 31, 2023 | 16.48% |
| April 30, 2023 | 16.48% |
| March 31, 2023 | 16.48% |
| February 28, 2023 | 16.48% |
| January 31, 2023 | 16.48% |
| December 31, 2022 | 16.48% |
| November 30, 2022 | 16.48% |
| October 31, 2022 | 16.29% |
| September 30, 2022 | 14.47% |
| August 31, 2022 | 11.97% |
| July 31, 2022 | 11.97% |
| June 30, 2022 | 11.97% |
| May 31, 2022 | 9.76% |
| April 30, 2022 | 9.08% |
| March 31, 2022 | 7.29% |
| Date | Value |
|---|---|
| February 28, 2022 | 7.29% |
| January 31, 2022 | 7.29% |
| December 31, 2021 | 7.29% |
| November 30, 2021 | 7.29% |
| October 31, 2021 | 7.29% |
| September 30, 2021 | 7.29% |
| August 31, 2021 | 7.29% |
| July 31, 2021 | 7.29% |
| June 30, 2021 | 7.29% |
| May 31, 2021 | 7.29% |
| April 30, 2021 | 7.29% |
| March 31, 2021 | 7.29% |
| February 28, 2021 | 7.29% |
| January 31, 2021 | 7.29% |
| December 31, 2020 | 7.29% |
| November 30, 2020 | 7.29% |
| October 31, 2020 | 7.29% |
| September 30, 2020 | 7.29% |
| August 31, 2020 | 7.29% |
| July 31, 2020 | 7.29% |
| June 30, 2020 | 7.29% |
| May 31, 2020 | 7.29% |
| April 30, 2020 | 7.29% |
| March 31, 2020 | 7.29% |
| February 29, 2020 | 3.29% |
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
3.29%
Minimum
Apr 2019
16.48%
Maximum
Nov 2022
9.74%
Average
7.29%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| First Trust TCWOpportunistic Fxd Inc ETF | 20.44% |
| PIMCO Active Bond ETF | 19.72% |
| JPMorgan Core Plus Bond ETF | 16.68% |
| Invesco Total Return Bond ETF | 20.60% |
| iShares Core Total USD Bond Market ETF | 17.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.5766 |
| Beta (5Y) | 0.868 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.5766 |
| Beta (vs YCharts Benchmark) (5Y) | 0.868 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.59% |
| Historical Sharpe Ratio (5Y) | -0.3567 |
| Historical Sortino (5Y) | -0.496 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.95% |