SPDR® NYSE Technology ETF (XNTK)
108.90
-0.85 (-0.77%)
USD |
NYSEARCA |
Jun 27, 16:00
108.90
0.00 (0.00%)
After-Hours: 20:00
XNTK Max Drawdown (5Y): 39.80% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 39.80% |
| April 30, 2022 | 32.90% |
| March 31, 2022 | 32.33% |
| February 28, 2022 | 32.33% |
| January 31, 2022 | 32.33% |
| December 31, 2021 | 32.33% |
| November 30, 2021 | 32.33% |
| October 31, 2021 | 32.33% |
| September 30, 2021 | 32.33% |
| August 31, 2021 | 32.33% |
| July 31, 2021 | 32.33% |
| June 30, 2021 | 32.33% |
| May 31, 2021 | 32.33% |
| April 30, 2021 | 32.33% |
| March 31, 2021 | 32.33% |
| February 28, 2021 | 32.33% |
| January 31, 2021 | 32.33% |
| December 31, 2020 | 32.33% |
| November 30, 2020 | 32.33% |
| October 31, 2020 | 32.33% |
| September 30, 2020 | 32.33% |
| August 31, 2020 | 32.33% |
| July 31, 2020 | 32.33% |
| June 30, 2020 | 32.33% |
| May 31, 2020 | 32.33% |
| Date | Value |
|---|---|
| April 30, 2020 | 32.33% |
| March 31, 2020 | 32.33% |
| February 29, 2020 | 26.50% |
| January 31, 2020 | 26.50% |
| December 31, 2019 | 26.50% |
| November 30, 2019 | 26.50% |
| October 31, 2019 | 26.50% |
| September 30, 2019 | 26.50% |
| August 31, 2019 | 26.50% |
| July 31, 2019 | 26.50% |
| June 30, 2019 | 26.50% |
| May 31, 2019 | 26.50% |
| April 30, 2019 | 26.50% |
| March 31, 2019 | 26.50% |
| February 28, 2019 | 26.50% |
| January 31, 2019 | 26.50% |
| December 31, 2018 | 26.50% |
| November 30, 2018 | 21.47% |
| October 31, 2018 | 21.47% |
| September 30, 2018 | 21.47% |
| August 31, 2018 | 21.47% |
| July 31, 2018 | 21.47% |
| June 30, 2018 | 21.47% |
| May 31, 2018 | 21.47% |
| April 30, 2018 | 21.47% |
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
21.47%
Minimum
Jun 2017
39.80%
Maximum
May 2022
27.75%
Average
26.50%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.691 |
| Beta (5Y) | 1.206 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.89% |
| Historical Sharpe Ratio (5Y) | 0.723 |
| Historical Sortino (5Y) | 0.9824 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.31% |