Real Estate Select Sector SPDR® (XLRE)
36.44
-0.20
(-0.55%)
USD |
NYSEARCA |
Apr 25, 16:00
36.37
-0.07
(-0.19%)
After-Hours: 16:44
XLRE Max Drawdown (5Y): 38.80% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 38.80% |
| February 29, 2024 | 38.80% |
| January 31, 2024 | 38.80% |
| December 31, 2023 | 38.80% |
| November 30, 2023 | 38.80% |
| October 31, 2023 | 38.80% |
| September 30, 2023 | 38.80% |
| August 31, 2023 | 38.80% |
| July 31, 2023 | 38.80% |
| June 30, 2023 | 38.80% |
| May 31, 2023 | 38.80% |
| April 30, 2023 | 38.80% |
| March 31, 2023 | 38.80% |
| February 28, 2023 | 38.80% |
| January 31, 2023 | 38.80% |
| December 31, 2022 | 38.80% |
| November 30, 2022 | 38.80% |
| October 31, 2022 | 38.80% |
| September 30, 2022 | 38.80% |
| August 31, 2022 | 38.80% |
| July 31, 2022 | 38.80% |
| June 30, 2022 | 38.80% |
| May 31, 2022 | 38.80% |
| April 30, 2022 | 38.80% |
| March 31, 2022 | 38.80% |
| Date | Value |
|---|---|
| February 28, 2022 | 38.80% |
| January 31, 2022 | 38.80% |
| December 31, 2021 | 38.80% |
| November 30, 2021 | 38.80% |
| October 31, 2021 | 38.80% |
| September 30, 2021 | 38.80% |
| August 31, 2021 | 38.80% |
| July 31, 2021 | 38.80% |
| June 30, 2021 | 38.80% |
| May 31, 2021 | 38.80% |
| April 30, 2021 | 38.80% |
| March 31, 2021 | 38.80% |
| February 28, 2021 | 38.80% |
| January 31, 2021 | 38.80% |
| December 31, 2020 | 38.80% |
| November 30, 2020 | 38.80% |
| October 31, 2020 | 38.80% |
| September 30, 2020 | 38.80% |
| August 31, 2020 | 38.80% |
| July 31, 2020 | 38.80% |
| June 30, 2020 | 38.80% |
| May 31, 2020 | 38.80% |
| April 30, 2020 | 38.80% |
| March 31, 2020 | 38.80% |
| February 29, 2020 | 14.65% |
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
14.65%
Minimum
Apr 2019
38.80%
Maximum
Mar 2020
34.37%
Average
38.80%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| iShares Core US REIT ETF | 44.38% |
| iShares Cohen & Steers REIT ETF | 40.22% |
| iShares US Real Estate ETF | 42.32% |
| SPDR® Dow Jones REIT ETF | 44.37% |
| Vanguard Real Estate ETF | 42.42% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.942 |
| Beta (5Y) | 0.9091 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.182 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9724 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.71% |
| Historical Sharpe Ratio (5Y) | 0.1418 |
| Historical Sortino (5Y) | 0.1711 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.33% |