SPDR® S&P Aerospace & Defense ETF (XAR)
136.34
+1.74
(+1.29%)
USD |
NYSEARCA |
Apr 26, 16:00
136.34
0.00 (0.00%)
After-Hours: 20:00
XAR Max Drawdown (5Y): 46.36% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 46.36% |
February 29, 2024 | 46.36% |
January 31, 2024 | 46.36% |
December 31, 2023 | 46.36% |
November 30, 2023 | 46.36% |
October 31, 2023 | 46.36% |
September 30, 2023 | 46.36% |
August 31, 2023 | 46.36% |
July 31, 2023 | 46.36% |
June 30, 2023 | 46.36% |
May 31, 2023 | 46.36% |
April 30, 2023 | 46.36% |
March 31, 2023 | 46.36% |
February 28, 2023 | 46.36% |
January 31, 2023 | 46.36% |
December 31, 2022 | 46.36% |
November 30, 2022 | 46.36% |
October 31, 2022 | 46.36% |
September 30, 2022 | 46.36% |
August 31, 2022 | 46.36% |
July 31, 2022 | 46.36% |
June 30, 2022 | 46.36% |
May 31, 2022 | 46.36% |
April 30, 2022 | 46.36% |
March 31, 2022 | 46.36% |
Date | Value |
---|---|
February 28, 2022 | 46.36% |
January 31, 2022 | 46.36% |
December 31, 2021 | 46.36% |
November 30, 2021 | 46.36% |
October 31, 2021 | 46.36% |
September 30, 2021 | 46.36% |
August 31, 2021 | 46.36% |
July 31, 2021 | 46.36% |
June 30, 2021 | 46.36% |
May 31, 2021 | 46.36% |
April 30, 2021 | 46.36% |
March 31, 2021 | 46.36% |
February 28, 2021 | 46.36% |
January 31, 2021 | 46.36% |
December 31, 2020 | 46.36% |
November 30, 2020 | 46.36% |
October 31, 2020 | 46.36% |
September 30, 2020 | 46.36% |
August 31, 2020 | 46.36% |
July 31, 2020 | 46.36% |
June 30, 2020 | 46.36% |
May 31, 2020 | 46.36% |
April 30, 2020 | 46.36% |
March 31, 2020 | 46.36% |
February 29, 2020 | 25.92% |
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
25.92%
Minimum
Apr 2019
46.36%
Maximum
Mar 2020
42.61%
Average
46.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
First Trust Indtls/PrdcrDurbAlphaDEX®ETF | 44.71% |
iShares US Aerospace & Defense ETF | 51.00% |
Vanguard Industrials ETF | 42.43% |
Fidelity MSCI Industrials ETF | 42.29% |
US Global Jets ETF | 64.74% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.633 |
Beta (5Y) | 1.122 |
Alpha (vs YCharts Benchmark) (5Y) | -3.898 |
Beta (vs YCharts Benchmark) (5Y) | 0.9931 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.15% |
Historical Sharpe Ratio (5Y) | 0.2827 |
Historical Sortino (5Y) | 0.3342 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.03% |