SPDR® S&P Global Dividend ETF (WDIV)
61.31
+0.25
(+0.41%)
USD |
NYSEARCA |
May 10, 12:46
WDIV Max Drawdown (5Y): 42.31% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 42.31% |
March 31, 2024 | 42.31% |
February 29, 2024 | 42.31% |
January 31, 2024 | 42.31% |
December 31, 2023 | 42.31% |
November 30, 2023 | 42.31% |
October 31, 2023 | 42.31% |
September 30, 2023 | 42.31% |
August 31, 2023 | 42.31% |
July 31, 2023 | 42.31% |
June 30, 2023 | 42.31% |
May 31, 2023 | 42.31% |
April 30, 2023 | 42.31% |
March 31, 2023 | 42.31% |
February 28, 2023 | 42.31% |
January 31, 2023 | 42.31% |
December 31, 2022 | 42.31% |
November 30, 2022 | 42.31% |
October 31, 2022 | 42.31% |
September 30, 2022 | 42.31% |
August 31, 2022 | 42.31% |
July 31, 2022 | 42.31% |
June 30, 2022 | 42.31% |
May 31, 2022 | 42.31% |
April 30, 2022 | 42.31% |
Date | Value |
---|---|
March 31, 2022 | 42.31% |
February 28, 2022 | 42.31% |
January 31, 2022 | 42.31% |
December 31, 2021 | 42.31% |
November 30, 2021 | 42.31% |
October 31, 2021 | 42.31% |
September 30, 2021 | 42.31% |
August 31, 2021 | 42.31% |
July 31, 2021 | 42.31% |
June 30, 2021 | 42.31% |
May 31, 2021 | 42.31% |
April 30, 2021 | 42.31% |
March 31, 2021 | 42.31% |
February 28, 2021 | 42.31% |
January 31, 2021 | 42.31% |
December 31, 2020 | 42.31% |
November 30, 2020 | 42.31% |
October 31, 2020 | 42.31% |
September 30, 2020 | 42.31% |
August 31, 2020 | 42.31% |
July 31, 2020 | 42.31% |
June 30, 2020 | 42.31% |
May 31, 2020 | 42.31% |
April 30, 2020 | 42.31% |
March 31, 2020 | 42.31% |
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
22.34%
Minimum
May 2019
42.31%
Maximum
Mar 2020
38.98%
Average
42.31%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Pacer Cash Cows Fund of Funds ETF | 39.41% |
WisdomTree Global High Dividend ETF | 38.77% |
SPDR® Global Dow ETF | 34.40% |
Pacer Global Cash Cows Dividend ETF | 37.62% |
Affinity World Leaders Equity ETF | 44.70% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.077 |
Beta (5Y) | 0.9962 |
Alpha (vs YCharts Benchmark) (5Y) | -3.586 |
Beta (vs YCharts Benchmark) (5Y) | 0.9967 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.39% |
Historical Sharpe Ratio (5Y) | -0.005 |
Historical Sortino (5Y) | -0.005 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.81% |