Communication Services Sel Sect SPDR®ETF (XLC)
81.66
-0.13
(-0.16%)
USD |
NYSEARCA |
Mar 28, 16:00
81.65
-0.01
(-0.01%)
After-Hours: 20:00
XLC Max Drawdown (5Y): 46.65% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 46.65% |
January 31, 2024 | 46.65% |
December 31, 2023 | 46.65% |
November 30, 2023 | 46.65% |
October 31, 2023 | 46.65% |
September 30, 2023 | 46.65% |
August 31, 2023 | 46.65% |
July 31, 2023 | 46.65% |
June 30, 2023 | 46.65% |
May 31, 2023 | 46.65% |
April 30, 2023 | 46.65% |
March 31, 2023 | 46.65% |
February 28, 2023 | 46.65% |
January 31, 2023 | 46.65% |
December 31, 2022 | 46.65% |
November 30, 2022 | 46.65% |
October 31, 2022 | 44.04% |
September 30, 2022 | 43.74% |
August 31, 2022 | 37.92% |
July 31, 2022 | 37.92% |
June 30, 2022 | 37.92% |
May 31, 2022 | 33.57% |
April 30, 2022 | 31.25% |
March 31, 2022 | 30.15% |
February 28, 2022 | 30.15% |
Date | Value |
---|---|
January 31, 2022 | 30.15% |
December 31, 2021 | 30.15% |
November 30, 2021 | 30.15% |
October 31, 2021 | 30.15% |
September 30, 2021 | 30.15% |
August 31, 2021 | 30.15% |
July 31, 2021 | 30.15% |
June 30, 2021 | 30.15% |
May 31, 2021 | 30.15% |
April 30, 2021 | 30.15% |
March 31, 2021 | 30.15% |
February 28, 2021 | 30.15% |
January 31, 2021 | 30.15% |
December 31, 2020 | 30.15% |
November 30, 2020 | 30.15% |
October 31, 2020 | 30.15% |
September 30, 2020 | 30.15% |
August 31, 2020 | 30.15% |
July 31, 2020 | 30.15% |
June 30, 2020 | 30.15% |
May 31, 2020 | 30.15% |
April 30, 2020 | 30.15% |
March 31, 2020 | 30.15% |
February 29, 2020 | 24.32% |
January 31, 2020 | 24.32% |
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
24.32%
Minimum
Mar 2019
46.65%
Maximum
Nov 2022
34.31%
Average
30.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.5462 |
Beta (5Y) | 1.034 |
Alpha (vs YCharts Benchmark) (5Y) | 0.0068 |
Beta (vs YCharts Benchmark) (5Y) | 0.9695 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.68% |
Historical Sharpe Ratio (5Y) | 0.6014 |
Historical Sortino (5Y) | 0.7476 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.97% |