SPDR® FTSE Intl Govt Infl-Protd Bd ETF (WIP)
38.70
+0.12
(+0.31%)
USD |
NYSEARCA |
Apr 17, 16:00
38.70
0.00 (0.00%)
After-Hours: 20:00
WIP Max Drawdown (5Y): 28.84% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 28.84% |
| February 29, 2024 | 28.84% |
| January 31, 2024 | 28.84% |
| December 31, 2023 | 28.84% |
| November 30, 2023 | 28.84% |
| October 31, 2023 | 28.84% |
| September 30, 2023 | 28.84% |
| August 31, 2023 | 28.84% |
| July 31, 2023 | 28.84% |
| June 30, 2023 | 28.84% |
| May 31, 2023 | 28.84% |
| April 30, 2023 | 28.84% |
| March 31, 2023 | 28.84% |
| February 28, 2023 | 28.84% |
| January 31, 2023 | 28.84% |
| December 31, 2022 | 28.84% |
| November 30, 2022 | 28.84% |
| October 31, 2022 | 28.84% |
| September 30, 2022 | 28.84% |
| August 31, 2022 | 20.04% |
| July 31, 2022 | 20.04% |
| June 30, 2022 | 20.04% |
| May 31, 2022 | 20.04% |
| April 30, 2022 | 20.04% |
| March 31, 2022 | 20.04% |
| Date | Value |
|---|---|
| February 28, 2022 | 20.04% |
| January 31, 2022 | 20.04% |
| December 31, 2021 | 20.04% |
| November 30, 2021 | 20.04% |
| October 31, 2021 | 20.04% |
| September 30, 2021 | 20.04% |
| August 31, 2021 | 20.04% |
| July 31, 2021 | 20.04% |
| June 30, 2021 | 20.04% |
| May 31, 2021 | 20.04% |
| April 30, 2021 | 20.04% |
| March 31, 2021 | 20.04% |
| February 28, 2021 | 20.04% |
| January 31, 2021 | 20.04% |
| December 31, 2020 | 20.04% |
| November 30, 2020 | 20.04% |
| October 31, 2020 | 20.04% |
| September 30, 2020 | 20.04% |
| August 31, 2020 | 20.04% |
| July 31, 2020 | 20.04% |
| June 30, 2020 | 20.04% |
| May 31, 2020 | 20.04% |
| April 30, 2020 | 20.04% |
| March 31, 2020 | 20.04% |
| February 29, 2020 | 19.13% |
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
19.13%
Minimum
Apr 2019
28.84%
Maximum
Sep 2022
22.66%
Average
20.04%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.6183 |
| Beta (5Y) | 1.391 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.436 |
| Beta (vs YCharts Benchmark) (5Y) | 1.369 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.95% |
| Historical Sharpe Ratio (5Y) | -0.2232 |
| Historical Sortino (5Y) | -0.2772 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.78% |