SPDR® FTSE Intl Govt Infl-Protd Bd ETF (WIP)
45.77
+0.44 (+0.97%)
USD |
NYSEARCA |
Jun 24, 16:00
45.77
0.00 (0.00%)
After-Hours: 20:00
WIP Max Drawdown (5Y): 20.04% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2022 | 20.04% |
April 30, 2022 | 20.04% |
March 31, 2022 | 20.04% |
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% |
Date | Value |
---|---|
April 30, 2020 | 20.04% |
March 31, 2020 | 20.04% |
February 29, 2020 | 19.13% |
January 31, 2020 | 19.13% |
December 31, 2019 | 19.13% |
November 30, 2019 | 19.13% |
October 31, 2019 | 19.13% |
September 30, 2019 | 19.13% |
August 31, 2019 | 19.13% |
July 31, 2019 | 19.13% |
June 30, 2019 | 19.13% |
May 31, 2019 | 19.13% |
April 30, 2019 | 19.13% |
March 31, 2019 | 19.13% |
February 28, 2019 | 19.13% |
January 31, 2019 | 19.13% |
December 31, 2018 | 19.13% |
November 30, 2018 | 19.13% |
October 31, 2018 | 19.13% |
September 30, 2018 | 19.13% |
August 31, 2018 | 19.13% |
July 31, 2018 | 19.13% |
June 30, 2018 | 19.13% |
May 31, 2018 | 19.13% |
April 30, 2018 | 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
Jun 2017
20.04%
Maximum
Mar 2020
19.54%
Average
19.13%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.1848 |
Beta (5Y) | 0.9339 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 9.97% |
Historical Sharpe Ratio (5Y) | 0.0434 |
Historical Sortino (5Y) | 0.0473 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.26% |