SPDR® S&P Metals and Mining ETF (XME)
60.88
-0.09
(-0.15%)
USD |
NYSEARCA |
Apr 19, 16:00
60.88
0.00 (0.00%)
After-Hours: 16:08
XME Max Drawdown (5Y): 61.68% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 61.68% |
| February 29, 2024 | 61.68% |
| January 31, 2024 | 61.68% |
| December 31, 2023 | 61.68% |
| November 30, 2023 | 61.68% |
| October 31, 2023 | 61.68% |
| September 30, 2023 | 61.68% |
| August 31, 2023 | 61.68% |
| July 31, 2023 | 61.68% |
| June 30, 2023 | 61.68% |
| May 31, 2023 | 61.68% |
| April 30, 2023 | 61.68% |
| March 31, 2023 | 61.68% |
| February 28, 2023 | 61.68% |
| January 31, 2023 | 61.68% |
| December 31, 2022 | 61.68% |
| November 30, 2022 | 61.68% |
| October 31, 2022 | 61.68% |
| September 30, 2022 | 61.68% |
| August 31, 2022 | 61.68% |
| July 31, 2022 | 61.68% |
| June 30, 2022 | 61.68% |
| May 31, 2022 | 61.68% |
| April 30, 2022 | 61.68% |
| March 31, 2022 | 61.68% |
| Date | Value |
|---|---|
| February 28, 2022 | 61.68% |
| January 31, 2022 | 61.68% |
| December 31, 2021 | 61.68% |
| November 30, 2021 | 61.68% |
| October 31, 2021 | 61.68% |
| September 30, 2021 | 61.68% |
| August 31, 2021 | 61.68% |
| July 31, 2021 | 61.68% |
| June 30, 2021 | 61.68% |
| May 31, 2021 | 61.68% |
| April 30, 2021 | 61.68% |
| March 31, 2021 | 61.68% |
| February 28, 2021 | 69.12% |
| January 31, 2021 | 70.04% |
| December 31, 2020 | 72.07% |
| November 30, 2020 | 80.83% |
| October 31, 2020 | 83.12% |
| September 30, 2020 | 83.12% |
| August 31, 2020 | 83.12% |
| July 31, 2020 | 83.12% |
| June 30, 2020 | 83.12% |
| May 31, 2020 | 83.12% |
| April 30, 2020 | 83.12% |
| March 31, 2020 | 83.12% |
| February 29, 2020 | 83.12% |
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
61.68%
Minimum
Mar 2021
83.12%
Maximum
Apr 2019
69.22%
Average
61.68%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.6871 |
| Beta (5Y) | 1.550 |
| Alpha (vs YCharts Benchmark) (5Y) | 2.736 |
| Beta (vs YCharts Benchmark) (5Y) | 1.065 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.52% |
| Historical Sharpe Ratio (5Y) | 0.4204 |
| Historical Sortino (5Y) | 0.5885 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.95% |