Consumer Discret Sel Sect SPDR® ETF (XLY)
170.51
+0.75
(+0.44%)
USD |
NYSEARCA |
Apr 22, 16:00
170.52
+0.01
(+0.01%)
After-Hours: 20:00
XLY Max Drawdown (5Y): 39.67% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 39.67% |
| February 29, 2024 | 39.67% |
| January 31, 2024 | 39.67% |
| December 31, 2023 | 39.67% |
| November 30, 2023 | 39.67% |
| October 31, 2023 | 39.67% |
| September 30, 2023 | 39.67% |
| August 31, 2023 | 39.67% |
| July 31, 2023 | 39.67% |
| June 30, 2023 | 39.67% |
| May 31, 2023 | 39.67% |
| April 30, 2023 | 39.67% |
| March 31, 2023 | 39.67% |
| February 28, 2023 | 39.67% |
| January 31, 2023 | 39.67% |
| December 31, 2022 | 39.67% |
| November 30, 2022 | 37.08% |
| October 31, 2022 | 36.13% |
| September 30, 2022 | 36.13% |
| August 31, 2022 | 36.13% |
| July 31, 2022 | 36.13% |
| June 30, 2022 | 36.13% |
| May 31, 2022 | 34.61% |
| April 30, 2022 | 33.91% |
| March 31, 2022 | 33.91% |
| Date | Value |
|---|---|
| February 28, 2022 | 33.91% |
| January 31, 2022 | 33.91% |
| December 31, 2021 | 33.91% |
| November 30, 2021 | 33.91% |
| October 31, 2021 | 33.91% |
| September 30, 2021 | 33.91% |
| August 31, 2021 | 33.91% |
| July 31, 2021 | 33.91% |
| June 30, 2021 | 33.91% |
| May 31, 2021 | 33.91% |
| April 30, 2021 | 33.91% |
| March 31, 2021 | 33.91% |
| February 28, 2021 | 33.91% |
| January 31, 2021 | 33.91% |
| December 31, 2020 | 33.91% |
| November 30, 2020 | 33.91% |
| October 31, 2020 | 33.91% |
| September 30, 2020 | 33.91% |
| August 31, 2020 | 33.91% |
| July 31, 2020 | 33.91% |
| June 30, 2020 | 33.91% |
| May 31, 2020 | 33.91% |
| April 30, 2020 | 33.91% |
| March 31, 2020 | 33.91% |
| February 29, 2020 | 21.36% |
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
21.36%
Minimum
Apr 2019
39.67%
Maximum
Dec 2022
33.40%
Average
33.91%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.937 |
| Beta (5Y) | 1.195 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.7082 |
| Beta (vs YCharts Benchmark) (5Y) | 1.036 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.39% |
| Historical Sharpe Ratio (5Y) | 0.3585 |
| Historical Sortino (5Y) | 0.4742 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.73% |