SPDR® FactSet Innovative Technology ETF (XITK)
113.96
-0.08 (-0.07%)
USD |
NYSEARCA |
May 23, 16:00
113.20
-0.76 (-0.67%)
After-Hours: 20:00
XITK Max Drawdown (5Y): 51.48% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 51.48% |
| March 31, 2022 | 51.24% |
| 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% |
| Date | Value |
|---|---|
| March 31, 2020 | 33.74% |
| February 29, 2020 | 25.80% |
| January 31, 2020 | 25.80% |
| December 31, 2019 | 25.80% |
| November 30, 2019 | 25.80% |
| October 31, 2019 | 25.80% |
| September 30, 2019 | 25.80% |
| August 31, 2019 | 25.80% |
| July 31, 2019 | 25.80% |
| June 30, 2019 | 25.80% |
| May 31, 2019 | 25.80% |
| April 30, 2019 | 25.80% |
| March 31, 2019 | 25.80% |
| February 28, 2019 | 25.80% |
| January 31, 2019 | 25.80% |
| December 31, 2018 | 25.80% |
| November 30, 2018 | 21.23% |
| October 31, 2018 | 19.49% |
| September 30, 2018 | 12.66% |
| August 31, 2018 | 12.66% |
| July 31, 2018 | 12.66% |
| June 30, 2018 | 12.66% |
| May 31, 2018 | 12.66% |
| April 30, 2018 | 12.66% |
| March 31, 2018 | 12.66% |
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
12.66%
Minimum
May 2017
51.48%
Maximum
Apr 2022
26.27%
Average
25.80%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Invesco DWA Technology Momentum ETF | 36.00% |
| Invesco Dynamic Software ETF | 43.27% |
| BlueStar Israel Technology ETF | 36.64% |
| The 3D Printing ETF | 51.31% |
| Global X Internet of Things ETF | 38.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.336 |
| Beta (5Y) | 1.235 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.28% |
| Historical Sharpe Ratio (5Y) | 0.5985 |
| Historical Sortino (5Y) | 0.8335 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.83% |