The Health Care Select Sector SPDR® ETF (XLV)
142.36
-2.16
(-1.49%)
USD |
NYSEARCA |
Nov 15, 12:15
XLV Max Drawdown (5Y): 28.39% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 28.39% |
| September 30, 2024 | 28.39% |
| August 31, 2024 | 28.39% |
| July 31, 2024 | 28.39% |
| June 30, 2024 | 28.39% |
| May 31, 2024 | 28.39% |
| April 30, 2024 | 28.39% |
| March 31, 2024 | 28.39% |
| February 29, 2024 | 28.39% |
| January 31, 2024 | 28.39% |
| December 31, 2023 | 28.39% |
| November 30, 2023 | 28.39% |
| October 31, 2023 | 28.39% |
| September 30, 2023 | 28.39% |
| August 31, 2023 | 28.39% |
| July 31, 2023 | 28.39% |
| June 30, 2023 | 28.39% |
| May 31, 2023 | 28.39% |
| April 30, 2023 | 28.39% |
| March 31, 2023 | 28.39% |
| February 28, 2023 | 28.39% |
| January 31, 2023 | 28.39% |
| December 31, 2022 | 28.39% |
| November 30, 2022 | 28.39% |
| October 31, 2022 | 28.39% |
| Date | Value |
|---|---|
| September 30, 2022 | 28.39% |
| August 31, 2022 | 28.39% |
| July 31, 2022 | 28.39% |
| June 30, 2022 | 28.39% |
| May 31, 2022 | 28.39% |
| April 30, 2022 | 28.39% |
| March 31, 2022 | 28.39% |
| February 28, 2022 | 28.39% |
| January 31, 2022 | 28.39% |
| December 31, 2021 | 28.39% |
| November 30, 2021 | 28.39% |
| October 31, 2021 | 28.39% |
| September 30, 2021 | 28.39% |
| August 31, 2021 | 28.39% |
| July 31, 2021 | 28.39% |
| June 30, 2021 | 28.39% |
| May 31, 2021 | 28.39% |
| April 30, 2021 | 28.39% |
| March 31, 2021 | 28.39% |
| February 28, 2021 | 28.39% |
| January 31, 2021 | 28.39% |
| December 31, 2020 | 28.39% |
| November 30, 2020 | 28.39% |
| October 31, 2020 | 28.39% |
| September 30, 2020 | 28.39% |
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
17.08%
Minimum
Nov 2019
28.39%
Maximum
Mar 2020
27.63%
Average
28.39%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| iShares US Healthcare ETF | 28.40% |
| Vanguard Health Care ETF | 28.86% |
| Fidelity MSCI Health Care ETF | 28.74% |
| ProShares Ultra Health Care | 51.00% |
| Direxion Daily Healthcare Bull 3X ETF | 69.19% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.100 |
| Beta (5Y) | 0.6821 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.2848 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9953 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.19% |
| Historical Sharpe Ratio (5Y) | 0.5367 |
| Historical Sortino (5Y) | 0.7826 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.58% |