Health Care Select Sector SPDR Fund (XLV)

139.60 +0.28 (+0.20%) USD  |  NYSEARCA  |  Dec 26, 16:00
139.60 0.00 (0.00%) After-Hours: 20:00
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XLV Max Drawdown (5Y): 28.39% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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iShares US Healthcare ETF 28.40%
Vanguard Health Care Index Fund ETF 28.86%
Fidelity MSCI Health Care Index ETF 28.74%
ProShares Ultra Health Care 51.00%
Direxion Daily Healthcare Bull 3X Shares 69.19%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.9176
Beta (5Y) 0.6724
Alpha (vs YCharts Benchmark) (5Y) 0.265
Beta (vs YCharts Benchmark) (5Y) 0.9966
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 16.33%
Historical Sharpe Ratio (5Y) 0.4683
Historical Sortino (5Y) 0.6937
Monthly Value at Risk (VaR) 5% (5Y Lookback) 5.75%