SPDR S&P Biotech ETF (XBI)

91.35 -1.30 (-1.40%) USD  |  NYSEARCA  |  Dec 27, 16:00
91.26 -0.09 (-0.10%) After-Hours: 20:00
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XBI Max Drawdown (5Y): 63.89% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Invesco Dorsey Wright Healthcare Momentum ETF 53.52%
Invesco S&P SmallCap Health Care ETF 47.32%
SPDR S&P Health Care Equipment ETF 49.92%
ALPS Medical Breakthroughs ETF 63.06%
Direxion Daily S&P Biotech Bull 3X Shares 98.64%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -10.65
Beta (5Y) 0.9561
Alpha (vs YCharts Benchmark) (5Y) -8.502
Beta (vs YCharts Benchmark) (5Y) 1.001
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 33.37%
Historical Sharpe Ratio (5Y) -0.0325
Historical Sortino (5Y) -0.0536
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.42%