State Street Financial Sel Sec SPDR ETF (XLF)
58.10
+0.22
(+0.38%)
USD |
NYSEARCA |
Aug 28, 16:00
58.08
-0.02
(-0.03%)
After-Hours: 20:00
XLF Max Drawdown (5Y) : 25.82% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 25.82% |
| June 30, 2026 | 25.82% |
| May 31, 2026 | 25.82% |
| April 30, 2026 | 25.82% |
| March 31, 2026 | 25.82% |
| February 28, 2026 | 25.82% |
| January 31, 2026 | 25.82% |
| December 31, 2025 | 25.82% |
| November 30, 2025 | 25.82% |
| October 31, 2025 | 25.82% |
| September 30, 2025 | 25.82% |
| August 31, 2025 | 25.82% |
| July 31, 2025 | 25.82% |
| June 30, 2025 | 26.11% |
| May 31, 2025 | 26.44% |
| April 30, 2025 | 33.12% |
| March 31, 2025 | 36.42% |
| February 28, 2025 | 42.83% |
| January 31, 2025 | 42.83% |
| December 31, 2024 | 42.83% |
| November 30, 2024 | 42.83% |
| October 31, 2024 | 42.83% |
| September 30, 2024 | 42.83% |
| August 31, 2024 | 42.83% |
| July 31, 2024 | 42.83% |
| Date | Value |
|---|---|
| June 30, 2024 | 42.83% |
| May 31, 2024 | 42.83% |
| April 30, 2024 | 42.83% |
| March 31, 2024 | 42.83% |
| February 29, 2024 | 42.83% |
| January 31, 2024 | 42.83% |
| December 31, 2023 | 42.83% |
| November 30, 2023 | 42.83% |
| October 31, 2023 | 42.83% |
| September 30, 2023 | 42.83% |
| August 31, 2023 | 42.83% |
| July 31, 2023 | 42.83% |
| June 30, 2023 | 42.83% |
| May 31, 2023 | 42.83% |
| April 30, 2023 | 42.83% |
| March 31, 2023 | 42.83% |
| February 28, 2023 | 42.83% |
| January 31, 2023 | 42.83% |
| December 31, 2022 | 42.83% |
| November 30, 2022 | 42.83% |
| October 31, 2022 | 42.83% |
| September 30, 2022 | 42.83% |
| August 31, 2022 | 42.83% |
| July 31, 2022 | 42.83% |
| June 30, 2022 | 42.83% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Invesco KBW Bank ETF | 49.32% |
| Fidelity MSCI Financials Index ETF | 25.68% |
| State Street SPDR S&P Bank ETF | 45.26% |
| State Street SPDR S&P Regional Banking ETF | 52.71% |
| VanEck BDC Income ETF | 22.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.6568 |
| Beta (5Y) | 0.9132 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.0442 |
| Beta (vs YCharts Benchmark) (5Y) | 0.992 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.43% |
| Historical Sharpe Ratio (5Y) | 0.4325 |
| Historical Sortino (5Y) | 0.6897 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.10% |