SPDR® FactSet Innovative Technology ETF (XITK)
138.30
-0.26
(-0.19%)
USD |
NYSEARCA |
Apr 25, 16:00
136.89
-1.41
(-1.02%)
After-Hours: 20:00
XITK Max Drawdown (5Y): 65.56% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 65.56% |
| February 29, 2024 | 65.56% |
| January 31, 2024 | 65.56% |
| December 31, 2023 | 65.56% |
| November 30, 2023 | 65.56% |
| October 31, 2023 | 65.56% |
| September 30, 2023 | 65.56% |
| August 31, 2023 | 65.56% |
| July 31, 2023 | 65.56% |
| June 30, 2023 | 65.56% |
| May 31, 2023 | 65.56% |
| April 30, 2023 | 65.56% |
| March 31, 2023 | 65.56% |
| February 28, 2023 | 65.56% |
| January 31, 2023 | 65.56% |
| December 31, 2022 | 65.56% |
| November 30, 2022 | 65.56% |
| October 31, 2022 | 64.51% |
| September 30, 2022 | 62.32% |
| August 31, 2022 | 60.50% |
| July 31, 2022 | 60.50% |
| June 30, 2022 | 60.50% |
| May 31, 2022 | 60.26% |
| April 30, 2022 | 51.48% |
| March 31, 2022 | 51.24% |
| Date | Value |
|---|---|
| February 28, 2022 | 44.36% |
| January 31, 2022 | 43.75% |
| December 31, 2021 | 33.74% |
| November 30, 2021 | 33.74% |
| October 31, 2021 | 33.74% |
| September 30, 2021 | 33.74% |
| August 31, 2021 | 33.74% |
| July 31, 2021 | 33.74% |
| June 30, 2021 | 33.74% |
| May 31, 2021 | 33.74% |
| April 30, 2021 | 33.74% |
| March 31, 2021 | 33.74% |
| February 28, 2021 | 33.74% |
| January 31, 2021 | 33.74% |
| December 31, 2020 | 33.74% |
| November 30, 2020 | 33.74% |
| October 31, 2020 | 33.74% |
| September 30, 2020 | 33.74% |
| August 31, 2020 | 33.74% |
| July 31, 2020 | 33.74% |
| June 30, 2020 | 33.74% |
| May 31, 2020 | 33.74% |
| April 30, 2020 | 33.74% |
| March 31, 2020 | 33.74% |
| February 29, 2020 | 25.80% |
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
25.80%
Minimum
Apr 2019
65.56%
Maximum
Nov 2022
45.00%
Average
33.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.535 |
| Beta (5Y) | 1.194 |
| Alpha (vs YCharts Benchmark) (5Y) | -17.12 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9867 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.70% |
| Historical Sharpe Ratio (5Y) | 0.1681 |
| Historical Sortino (5Y) | 0.2604 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.16% |