The Energy Select Sector SPDR® ETF (XLE)
94.87
+0.36
(+0.38%)
USD |
NYSEARCA |
Nov 14, 16:00
94.90
+0.03
(+0.03%)
Pre-Market: 08:25
XLE Max Drawdown (5Y): 66.81% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 66.81% |
| September 30, 2024 | 66.81% |
| August 31, 2024 | 66.81% |
| July 31, 2024 | 66.81% |
| June 30, 2024 | 66.81% |
| May 31, 2024 | 66.81% |
| April 30, 2024 | 66.81% |
| March 31, 2024 | 66.81% |
| February 29, 2024 | 66.81% |
| January 31, 2024 | 66.81% |
| December 31, 2023 | 66.81% |
| November 30, 2023 | 66.81% |
| October 31, 2023 | 66.81% |
| September 30, 2023 | 66.81% |
| August 31, 2023 | 66.81% |
| July 31, 2023 | 66.81% |
| June 30, 2023 | 66.81% |
| May 31, 2023 | 66.81% |
| April 30, 2023 | 66.81% |
| March 31, 2023 | 66.81% |
| February 28, 2023 | 66.81% |
| January 31, 2023 | 66.81% |
| December 31, 2022 | 66.81% |
| November 30, 2022 | 66.81% |
| October 31, 2022 | 66.81% |
| Date | Value |
|---|---|
| September 30, 2022 | 66.81% |
| August 31, 2022 | 66.81% |
| July 31, 2022 | 66.81% |
| June 30, 2022 | 66.81% |
| May 31, 2022 | 66.81% |
| April 30, 2022 | 66.81% |
| March 31, 2022 | 66.81% |
| February 28, 2022 | 66.81% |
| January 31, 2022 | 66.81% |
| December 31, 2021 | 66.81% |
| November 30, 2021 | 66.81% |
| October 31, 2021 | 66.81% |
| September 30, 2021 | 66.81% |
| August 31, 2021 | 66.81% |
| July 31, 2021 | 66.81% |
| June 30, 2021 | 66.81% |
| May 31, 2021 | 66.81% |
| April 30, 2021 | 66.81% |
| March 31, 2021 | 66.81% |
| February 28, 2021 | 66.81% |
| January 31, 2021 | 66.81% |
| December 31, 2020 | 66.81% |
| November 30, 2020 | 66.81% |
| October 31, 2020 | 66.81% |
| September 30, 2020 | 66.81% |
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
46.74%
Minimum
Nov 2019
66.81%
Maximum
Mar 2020
65.47%
Average
66.81%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Vanguard Energy ETF | 69.31% |
| Fidelity MSCI Energy ETF | 69.07% |
| iShares US Energy ETF | 68.61% |
| ProShares Ultra Energy | 93.12% |
| Direxion Daily Energy Bull 2X ETF | 98.96% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.0878 |
| Beta (5Y) | 1.246 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.235 |
| Beta (vs YCharts Benchmark) (5Y) | 1.190 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.84% |
| Historical Sharpe Ratio (5Y) | 0.3207 |
| Historical Sortino (5Y) | 0.4115 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.79% |