SPDR® S&P Biotech ETF (XBI)
130.31
+2.02 (+1.57%)
USD |
Apr 21, 12:48
XBI Max Drawdown (5Y): 44.75% for March 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2021 | 44.75% |
February 28, 2021 | 44.95% |
January 31, 2021 | 44.95% |
December 31, 2020 | 46.39% |
November 30, 2020 | 49.25% |
October 31, 2020 | 49.25% |
September 30, 2020 | 49.25% |
August 31, 2020 | 49.25% |
July 31, 2020 | 49.25% |
June 30, 2020 | 49.25% |
May 31, 2020 | 49.25% |
April 30, 2020 | 49.25% |
March 31, 2020 | 49.25% |
February 29, 2020 | 49.25% |
January 31, 2020 | 49.25% |
December 31, 2019 | 49.25% |
November 30, 2019 | 49.25% |
October 31, 2019 | 49.25% |
September 30, 2019 | 49.25% |
August 31, 2019 | 49.25% |
July 31, 2019 | 49.25% |
June 30, 2019 | 49.25% |
May 31, 2019 | 49.25% |
April 30, 2019 | 49.25% |
March 31, 2019 | 49.25% |
Date | Value |
---|---|
February 28, 2019 | 49.25% |
January 31, 2019 | 49.25% |
December 31, 2018 | 49.25% |
November 30, 2018 | 49.25% |
October 31, 2018 | 49.25% |
September 30, 2018 | 49.25% |
August 31, 2018 | 49.25% |
July 31, 2018 | 49.25% |
June 30, 2018 | 49.25% |
May 31, 2018 | 49.25% |
April 30, 2018 | 49.25% |
March 31, 2018 | 49.25% |
February 28, 2018 | 49.25% |
January 31, 2018 | 49.25% |
December 31, 2017 | 49.25% |
November 30, 2017 | 49.25% |
October 31, 2017 | 49.25% |
September 30, 2017 | 49.25% |
August 31, 2017 | 49.25% |
July 31, 2017 | 49.25% |
June 30, 2017 | 49.25% |
May 31, 2017 | 49.25% |
April 30, 2017 | 49.25% |
March 31, 2017 | 49.25% |
February 28, 2017 | 49.25% |
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
44.75%
Minimum
Mar 2021
49.25%
Maximum
Apr 2016
48.98%
Average
49.25%
Median
Apr 2016
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.909 |
Beta (5Y) | 1.265 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.96% |
Historical Sharpe Ratio (5Y) | 0.8421 |
Historical Sortino (5Y) | 1.382 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.45% |