SPDR® S&P Oil & Gas Equipment&Svcs ETF (XES)
83.64
+0.66
(+0.79%)
USD |
NYSEARCA |
Nov 15, 09:59
XES Max Drawdown (5Y): 92.66% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 92.66% |
September 30, 2024 | 92.66% |
August 31, 2024 | 92.66% |
July 31, 2024 | 92.66% |
June 30, 2024 | 92.66% |
May 31, 2024 | 92.66% |
April 30, 2024 | 92.66% |
March 31, 2024 | 92.66% |
February 29, 2024 | 92.66% |
January 31, 2024 | 92.66% |
December 31, 2023 | 92.66% |
November 30, 2023 | 92.66% |
October 31, 2023 | 92.66% |
September 30, 2023 | 92.66% |
August 31, 2023 | 92.66% |
July 31, 2023 | 92.66% |
June 30, 2023 | 92.66% |
May 31, 2023 | 92.66% |
April 30, 2023 | 92.66% |
March 31, 2023 | 92.66% |
February 28, 2023 | 92.66% |
January 31, 2023 | 92.66% |
December 31, 2022 | 92.66% |
November 30, 2022 | 92.66% |
October 31, 2022 | 92.66% |
Date | Value |
---|---|
September 30, 2022 | 92.66% |
August 31, 2022 | 92.66% |
July 31, 2022 | 92.66% |
June 30, 2022 | 92.66% |
May 31, 2022 | 92.66% |
April 30, 2022 | 92.66% |
March 31, 2022 | 92.66% |
February 28, 2022 | 92.66% |
January 31, 2022 | 92.66% |
December 31, 2021 | 92.66% |
November 30, 2021 | 92.66% |
October 31, 2021 | 92.66% |
September 30, 2021 | 92.66% |
August 31, 2021 | 92.66% |
July 31, 2021 | 92.66% |
June 30, 2021 | 92.66% |
May 31, 2021 | 92.66% |
April 30, 2021 | 92.66% |
March 31, 2021 | 92.66% |
February 28, 2021 | 92.66% |
January 31, 2021 | 92.66% |
December 31, 2020 | 92.66% |
November 30, 2020 | 92.66% |
October 31, 2020 | 92.66% |
September 30, 2020 | 92.66% |
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
82.02%
Minimum
Nov 2019
92.66%
Maximum
Mar 2020
91.95%
Average
92.66%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.15 |
Beta (5Y) | 1.866 |
Alpha (vs YCharts Benchmark) (5Y) | -20.38 |
Beta (vs YCharts Benchmark) (5Y) | 1.726 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.02% |
Historical Sharpe Ratio (5Y) | 0.0337 |
Historical Sortino (5Y) | 0.0462 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.99% |