Utilities Select Sector SPDR Fund (XLU)
76.02
-0.01
(-0.01%)
USD |
NYSEARCA |
Jan 08, 16:00
76.01
-0.01
(-0.01%)
After-Hours: 20:00
XLU Max Drawdown (5Y): 36.03% for Dec. 31, 2024
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| iShares US Utilities ETF | 36.18% |
| Vanguard Utilities Index Fund ETF | 36.43% |
| Fidelity MSCI Utilities Index ETF | 36.38% |
| ProShares Ultra Utilities | 62.67% |
| Direxion Daily Utilities Bull 3X Shares | 79.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.264 |
| Beta (5Y) | 0.6160 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.0474 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9985 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.66% |
| Historical Sharpe Ratio (5Y) | 0.1985 |
| Historical Sortino (5Y) | 0.2666 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.63% |