SPDR® DoubleLine® Total Return Tact ETF (TOTL)
39.83
-0.01
(-0.03%)
USD |
NYSEARCA |
Nov 14, 16:00
39.84
+0.02
(+0.04%)
After-Hours: 20:00
TOTL Max Drawdown (5Y): 16.48% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 16.48% |
| September 30, 2024 | 16.48% |
| August 31, 2024 | 16.48% |
| July 31, 2024 | 16.48% |
| June 30, 2024 | 16.48% |
| May 31, 2024 | 16.48% |
| April 30, 2024 | 16.48% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
16.48%
Maximum
Nov 2022
11.27%
Average
9.42%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0704 |
| Beta (5Y) | 0.8929 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.0704 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8929 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.90% |
| Historical Sharpe Ratio (5Y) | -0.4044 |
| Historical Sortino (5Y) | -0.5972 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.99% |