The Materials Select Sector SPDR® ETF (XLB)
91.28
-0.64
(-0.70%)
USD |
NYSEARCA |
Nov 15, 16:00
91.31
+0.03
(+0.03%)
Pre-Market: 20:00
XLB Max Drawdown (5Y): 37.25% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 37.25% |
| September 30, 2024 | 37.25% |
| August 31, 2024 | 37.25% |
| July 31, 2024 | 37.25% |
| June 30, 2024 | 37.25% |
| May 31, 2024 | 37.25% |
| April 30, 2024 | 37.25% |
| March 31, 2024 | 37.25% |
| February 29, 2024 | 37.25% |
| January 31, 2024 | 37.25% |
| December 31, 2023 | 37.25% |
| November 30, 2023 | 37.25% |
| October 31, 2023 | 37.25% |
| September 30, 2023 | 37.25% |
| August 31, 2023 | 37.25% |
| July 31, 2023 | 37.25% |
| June 30, 2023 | 37.25% |
| May 31, 2023 | 37.25% |
| April 30, 2023 | 37.25% |
| March 31, 2023 | 37.25% |
| February 28, 2023 | 37.25% |
| January 31, 2023 | 37.25% |
| December 31, 2022 | 37.25% |
| November 30, 2022 | 37.25% |
| October 31, 2022 | 37.25% |
| Date | Value |
|---|---|
| September 30, 2022 | 37.25% |
| August 31, 2022 | 37.25% |
| July 31, 2022 | 37.25% |
| June 30, 2022 | 37.25% |
| May 31, 2022 | 37.25% |
| April 30, 2022 | 37.25% |
| March 31, 2022 | 37.25% |
| February 28, 2022 | 37.25% |
| January 31, 2022 | 37.25% |
| December 31, 2021 | 37.25% |
| November 30, 2021 | 37.25% |
| October 31, 2021 | 37.25% |
| September 30, 2021 | 37.25% |
| August 31, 2021 | 37.25% |
| July 31, 2021 | 37.25% |
| June 30, 2021 | 37.25% |
| May 31, 2021 | 37.25% |
| April 30, 2021 | 37.25% |
| March 31, 2021 | 37.25% |
| February 28, 2021 | 37.25% |
| January 31, 2021 | 37.25% |
| December 31, 2020 | 37.25% |
| November 30, 2020 | 37.25% |
| October 31, 2020 | 37.25% |
| September 30, 2020 | 37.25% |
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
26.87%
Minimum
Nov 2019
37.25%
Maximum
Mar 2020
36.55%
Average
37.25%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Vanguard Materials ETF | 41.14% |
| First Trust Indxx Glbl Natrl Res Inc ETF | 53.59% |
| iShares Global Timber & Forestry ETF | 50.20% |
| Invesco MSCI Global Timber ETF | 45.74% |
| ProShares Ultra Materials | 73.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.8638 |
| Beta (5Y) | 1.106 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.854 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8131 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.44% |
| Historical Sharpe Ratio (5Y) | 0.4381 |
| Historical Sortino (5Y) | 0.5717 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.18% |