SPDR S&P Health Care Services ETF (XHS)

91.50 +0.68 (+0.75%) USD  |  NYSEARCA  |  Dec 26, 16:00
91.45 -0.05 (-0.05%) After-Hours: 20:00
More

XHS Max Drawdown (5Y): 39.32% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for XHS.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Range Cancer Therapeutics ETF 72.11%
SPDR S&P Pharmaceuticals ETF 48.04%
Virtus LifeSci Biotech Products ETF 44.32%
First Trust Nasdaq Pharmaceuticals ETF 32.11%
Simplify Propel Opportunities ETF --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.657
Beta (5Y) 1.019
Alpha (vs YCharts Benchmark) (5Y) -3.854
Beta (vs YCharts Benchmark) (5Y) 1.133
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.94%
Historical Sharpe Ratio (5Y) 0.182
Historical Sortino (5Y) 0.2384
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.61%