SPDR® S&P Health Care Equipment ETF (XHE)
89.00
-0.20
(-0.22%)
USD |
NYSEARCA |
Nov 15, 15:50
XHE Max Drawdown (5Y): 49.92% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 49.92% |
| September 30, 2024 | 49.92% |
| August 31, 2024 | 49.92% |
| July 31, 2024 | 49.92% |
| June 30, 2024 | 49.92% |
| May 31, 2024 | 49.92% |
| April 30, 2024 | 49.92% |
| March 31, 2024 | 49.92% |
| February 29, 2024 | 49.92% |
| January 31, 2024 | 49.92% |
| December 31, 2023 | 49.92% |
| November 30, 2023 | 49.92% |
| October 31, 2023 | 49.92% |
| September 30, 2023 | 42.04% |
| August 31, 2023 | 40.60% |
| July 31, 2023 | 40.60% |
| June 30, 2023 | 40.60% |
| May 31, 2023 | 40.60% |
| April 30, 2023 | 40.60% |
| March 31, 2023 | 40.60% |
| February 28, 2023 | 40.60% |
| January 31, 2023 | 40.60% |
| December 31, 2022 | 40.60% |
| November 30, 2022 | 40.60% |
| October 31, 2022 | 40.60% |
| Date | Value |
|---|---|
| September 30, 2022 | 40.60% |
| August 31, 2022 | 40.60% |
| July 31, 2022 | 40.60% |
| June 30, 2022 | 40.60% |
| May 31, 2022 | 37.85% |
| April 30, 2022 | 34.17% |
| March 31, 2022 | 34.17% |
| February 28, 2022 | 34.17% |
| January 31, 2022 | 34.17% |
| December 31, 2021 | 34.17% |
| November 30, 2021 | 34.17% |
| October 31, 2021 | 34.17% |
| September 30, 2021 | 34.17% |
| August 31, 2021 | 34.17% |
| July 31, 2021 | 34.17% |
| June 30, 2021 | 34.17% |
| May 31, 2021 | 34.17% |
| April 30, 2021 | 34.17% |
| March 31, 2021 | 34.17% |
| February 28, 2021 | 34.17% |
| January 31, 2021 | 34.17% |
| December 31, 2020 | 34.17% |
| November 30, 2020 | 34.17% |
| October 31, 2020 | 34.17% |
| September 30, 2020 | 34.17% |
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
27.37%
Minimum
Nov 2019
49.92%
Maximum
Oct 2023
38.93%
Average
36.01%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.03 |
| Beta (5Y) | 1.011 |
| Alpha (vs YCharts Benchmark) (5Y) | -9.740 |
| Beta (vs YCharts Benchmark) (5Y) | 1.123 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.85% |
| Historical Sharpe Ratio (5Y) | -0.0099 |
| Historical Sortino (5Y) | -0.0136 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.60% |