The Industrial Select Sector SPDR® ETF (XLI)
139.11
-0.75
(-0.54%)
USD |
NYSEARCA |
Nov 15, 16:00
138.63
-0.48
(-0.35%)
After-Hours: 20:00
XLI Max Drawdown (5Y): 42.31% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 42.31% |
September 30, 2024 | 42.31% |
August 31, 2024 | 42.31% |
July 31, 2024 | 42.31% |
June 30, 2024 | 42.31% |
May 31, 2024 | 42.31% |
April 30, 2024 | 42.31% |
March 31, 2024 | 42.31% |
February 29, 2024 | 42.31% |
January 31, 2024 | 42.31% |
December 31, 2023 | 42.31% |
November 30, 2023 | 42.31% |
October 31, 2023 | 42.31% |
September 30, 2023 | 42.31% |
August 31, 2023 | 42.31% |
July 31, 2023 | 42.31% |
June 30, 2023 | 42.31% |
May 31, 2023 | 42.31% |
April 30, 2023 | 42.31% |
March 31, 2023 | 42.31% |
February 28, 2023 | 42.31% |
January 31, 2023 | 42.31% |
December 31, 2022 | 42.31% |
November 30, 2022 | 42.31% |
October 31, 2022 | 42.31% |
Date | Value |
---|---|
September 30, 2022 | 42.31% |
August 31, 2022 | 42.31% |
July 31, 2022 | 42.31% |
June 30, 2022 | 42.31% |
May 31, 2022 | 42.31% |
April 30, 2022 | 42.31% |
March 31, 2022 | 42.31% |
February 28, 2022 | 42.31% |
January 31, 2022 | 42.31% |
December 31, 2021 | 42.31% |
November 30, 2021 | 42.31% |
October 31, 2021 | 42.31% |
September 30, 2021 | 42.31% |
August 31, 2021 | 42.31% |
July 31, 2021 | 42.31% |
June 30, 2021 | 42.31% |
May 31, 2021 | 42.31% |
April 30, 2021 | 42.31% |
March 31, 2021 | 42.31% |
February 28, 2021 | 42.31% |
January 31, 2021 | 42.31% |
December 31, 2020 | 42.31% |
November 30, 2020 | 42.31% |
October 31, 2020 | 42.31% |
September 30, 2020 | 42.31% |
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
24.10%
Minimum
Nov 2019
42.31%
Maximum
Mar 2020
41.10%
Average
42.31%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.0934 |
Beta (5Y) | 1.104 |
Alpha (vs YCharts Benchmark) (5Y) | -0.4051 |
Beta (vs YCharts Benchmark) (5Y) | 0.9874 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.14% |
Historical Sharpe Ratio (5Y) | 0.4861 |
Historical Sortino (5Y) | 0.545 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.70% |