Consumer Staples Select Sector SPDR® ETF (XLP)
74.44
+0.72
(+0.98%)
USD |
NYSEARCA |
Apr 19, 16:00
74.43
-0.01
(-0.01%)
After-Hours: 18:29
XLP Max Drawdown (5Y): 24.50% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 24.50% |
February 29, 2024 | 24.50% |
January 31, 2024 | 24.50% |
December 31, 2023 | 24.50% |
November 30, 2023 | 24.50% |
October 31, 2023 | 24.50% |
September 30, 2023 | 24.50% |
August 31, 2023 | 24.50% |
July 31, 2023 | 24.50% |
June 30, 2023 | 24.50% |
May 31, 2023 | 24.50% |
April 30, 2023 | 24.50% |
March 31, 2023 | 24.50% |
February 28, 2023 | 24.50% |
January 31, 2023 | 24.50% |
December 31, 2022 | 24.50% |
November 30, 2022 | 24.50% |
October 31, 2022 | 24.50% |
September 30, 2022 | 24.50% |
August 31, 2022 | 24.50% |
July 31, 2022 | 24.50% |
June 30, 2022 | 24.50% |
May 31, 2022 | 24.50% |
April 30, 2022 | 24.50% |
March 31, 2022 | 24.50% |
Date | Value |
---|---|
February 28, 2022 | 24.50% |
January 31, 2022 | 24.50% |
December 31, 2021 | 24.50% |
November 30, 2021 | 24.50% |
October 31, 2021 | 24.50% |
September 30, 2021 | 24.50% |
August 31, 2021 | 24.50% |
July 31, 2021 | 24.50% |
June 30, 2021 | 24.50% |
May 31, 2021 | 24.50% |
April 30, 2021 | 24.50% |
March 31, 2021 | 24.50% |
February 28, 2021 | 24.50% |
January 31, 2021 | 24.50% |
December 31, 2020 | 24.50% |
November 30, 2020 | 24.50% |
October 31, 2020 | 24.50% |
September 30, 2020 | 24.50% |
August 31, 2020 | 24.50% |
July 31, 2020 | 24.50% |
June 30, 2020 | 24.50% |
May 31, 2020 | 24.50% |
April 30, 2020 | 24.50% |
March 31, 2020 | 24.50% |
February 29, 2020 | 16.11% |
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
16.11%
Minimum
Apr 2019
24.50%
Maximum
Mar 2020
22.96%
Average
24.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.211 |
Beta (5Y) | 0.5977 |
Alpha (vs YCharts Benchmark) (5Y) | -0.9111 |
Beta (vs YCharts Benchmark) (5Y) | 1.006 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.34% |
Historical Sharpe Ratio (5Y) | 0.5045 |
Historical Sortino (5Y) | 0.6581 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.77% |