SPDR® S&P Biotech ETF (XBI)
83.42
-1.23
(-1.45%)
USD |
NYSEARCA |
Apr 18, 16:00
83.42
0.00 (0.00%)
After-Hours: 16:01
XBI Max Drawdown (5Y): 63.89% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 63.89% |
| February 29, 2024 | 63.89% |
| January 31, 2024 | 63.89% |
| December 31, 2023 | 63.89% |
| November 30, 2023 | 63.89% |
| October 31, 2023 | 63.89% |
| September 30, 2023 | 63.89% |
| August 31, 2023 | 63.89% |
| July 31, 2023 | 63.89% |
| June 30, 2023 | 63.89% |
| May 31, 2023 | 63.89% |
| April 30, 2023 | 63.89% |
| March 31, 2023 | 63.89% |
| February 28, 2023 | 63.89% |
| January 31, 2023 | 63.89% |
| December 31, 2022 | 63.89% |
| November 30, 2022 | 63.89% |
| October 31, 2022 | 63.89% |
| September 30, 2022 | 63.89% |
| August 31, 2022 | 63.89% |
| July 31, 2022 | 63.89% |
| June 30, 2022 | 63.89% |
| May 31, 2022 | 63.89% |
| April 30, 2022 | 57.56% |
| March 31, 2022 | 53.39% |
| Date | Value |
|---|---|
| February 28, 2022 | 51.08% |
| January 31, 2022 | 50.84% |
| December 31, 2021 | 37.47% |
| November 30, 2021 | 35.26% |
| October 31, 2021 | 35.26% |
| September 30, 2021 | 35.26% |
| August 31, 2021 | 40.69% |
| July 31, 2021 | 40.69% |
| June 30, 2021 | 40.69% |
| May 31, 2021 | 40.69% |
| April 30, 2021 | 40.69% |
| 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% |
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
35.26%
Minimum
Sep 2021
63.89%
Maximum
May 2022
53.25%
Average
49.25%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.68 |
| Beta (5Y) | 0.961 |
| Alpha (vs YCharts Benchmark) (5Y) | -11.43 |
| Beta (vs YCharts Benchmark) (5Y) | 1.086 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.72% |
| Historical Sharpe Ratio (5Y) | -0.0297 |
| Historical Sortino (5Y) | -0.05 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.42% |