The Utilities Select Sector SPDR® ETF (XLU)
79.25
+1.17
(+1.50%)
USD |
NYSEARCA |
Nov 15, 16:00
79.36
+0.12
(+0.15%)
After-Hours: 20:00
XLU Max Drawdown (5Y): 36.03% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 36.03% |
| September 30, 2024 | 36.03% |
| August 31, 2024 | 36.03% |
| July 31, 2024 | 36.03% |
| June 30, 2024 | 36.03% |
| May 31, 2024 | 36.03% |
| April 30, 2024 | 36.03% |
| March 31, 2024 | 36.03% |
| February 29, 2024 | 36.03% |
| January 31, 2024 | 36.03% |
| December 31, 2023 | 36.03% |
| November 30, 2023 | 36.03% |
| October 31, 2023 | 36.03% |
| September 30, 2023 | 36.03% |
| August 31, 2023 | 36.03% |
| July 31, 2023 | 36.03% |
| June 30, 2023 | 36.03% |
| May 31, 2023 | 36.03% |
| April 30, 2023 | 36.03% |
| March 31, 2023 | 36.03% |
| February 28, 2023 | 36.03% |
| January 31, 2023 | 36.03% |
| December 31, 2022 | 36.03% |
| November 30, 2022 | 36.03% |
| October 31, 2022 | 36.03% |
| Date | Value |
|---|---|
| September 30, 2022 | 36.03% |
| August 31, 2022 | 36.03% |
| July 31, 2022 | 36.03% |
| June 30, 2022 | 36.03% |
| May 31, 2022 | 36.03% |
| April 30, 2022 | 36.03% |
| March 31, 2022 | 36.03% |
| February 28, 2022 | 36.03% |
| January 31, 2022 | 36.03% |
| December 31, 2021 | 36.03% |
| November 30, 2021 | 36.03% |
| October 31, 2021 | 36.03% |
| September 30, 2021 | 36.03% |
| August 31, 2021 | 36.03% |
| July 31, 2021 | 36.03% |
| June 30, 2021 | 36.03% |
| May 31, 2021 | 36.03% |
| April 30, 2021 | 36.03% |
| March 31, 2021 | 36.03% |
| February 28, 2021 | 36.03% |
| January 31, 2021 | 36.03% |
| December 31, 2020 | 36.03% |
| November 30, 2020 | 36.03% |
| October 31, 2020 | 36.03% |
| September 30, 2020 | 36.03% |
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
15.69%
Minimum
Nov 2019
36.03%
Maximum
Mar 2020
34.68%
Average
36.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| iShares US Utilities ETF | 36.18% |
| Vanguard Utilities ETF | 36.43% |
| Fidelity MSCI Utilities ETF | 36.38% |
| ProShares Ultra Utilities | 62.67% |
| Direxion Daily Utilities Bull 3X ETF | 79.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.2939 |
| Beta (5Y) | 0.5965 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.088 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9978 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.73% |
| Historical Sharpe Ratio (5Y) | 0.2639 |
| Historical Sortino (5Y) | 0.3501 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.60% |