Utilities Select Sector SPDR® ETF (XLU)
64.45
+0.37
(+0.58%)
USD |
NYSEARCA |
Apr 18, 16:00
64.47
+0.02
(+0.03%)
After-Hours: 19:08
XLU Max Drawdown (5Y): 36.03% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 36.03% |
July 31, 2020 | 36.03% |
June 30, 2020 | 36.03% |
May 31, 2020 | 36.03% |
April 30, 2020 | 36.03% |
March 31, 2020 | 36.03% |
February 29, 2020 | 15.69% |
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
Apr 2019
36.03%
Maximum
Mar 2020
32.30%
Average
36.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Vanguard Utilities ETF | 36.43% |
Fidelity MSCI Utilities ETF | 36.38% |
Reaves Utility Income Fund | 47.96% |
DNP Select Income Fund Inc | 39.54% |
First Trust Utilities AlphaDEX® ETF | 34.81% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.889 |
Beta (5Y) | 0.5629 |
Alpha (vs YCharts Benchmark) (5Y) | -0.0776 |
Beta (vs YCharts Benchmark) (5Y) | 0.9968 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.03% |
Historical Sharpe Ratio (5Y) | 0.1889 |
Historical Sortino (5Y) | 0.2427 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.60% |