SPDR® S&P Pharmaceuticals ETF (XPH)
43.27
+0.52
(+1.22%)
USD |
NYSEARCA |
Jul 26, 16:00
43.27
0.00 (0.00%)
After-Hours: 20:00
XPH Max Drawdown (5Y): 48.04% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2024 | 48.04% |
May 31, 2024 | 48.04% |
April 30, 2024 | 48.04% |
March 31, 2024 | 48.04% |
February 29, 2024 | 48.04% |
January 31, 2024 | 48.04% |
December 31, 2023 | 48.04% |
November 30, 2023 | 48.04% |
October 31, 2023 | 48.04% |
September 30, 2023 | 48.04% |
August 31, 2023 | 48.04% |
July 31, 2023 | 48.04% |
June 30, 2023 | 48.04% |
May 31, 2023 | 48.04% |
April 30, 2023 | 48.04% |
March 31, 2023 | 48.04% |
February 28, 2023 | 48.04% |
January 31, 2023 | 48.04% |
December 31, 2022 | 48.04% |
November 30, 2022 | 48.04% |
October 31, 2022 | 48.04% |
September 30, 2022 | 48.04% |
August 31, 2022 | 48.04% |
July 31, 2022 | 48.04% |
June 30, 2022 | 48.04% |
Date | Value |
---|---|
May 31, 2022 | 48.04% |
April 30, 2022 | 48.04% |
March 31, 2022 | 48.04% |
February 28, 2022 | 48.04% |
January 31, 2022 | 48.04% |
December 31, 2021 | 48.04% |
November 30, 2021 | 48.04% |
October 31, 2021 | 48.04% |
September 30, 2021 | 48.04% |
August 31, 2021 | 48.04% |
July 31, 2021 | 48.04% |
June 30, 2021 | 48.04% |
May 31, 2021 | 48.04% |
April 30, 2021 | 48.04% |
March 31, 2021 | 48.04% |
February 28, 2021 | 48.04% |
January 31, 2021 | 48.04% |
December 31, 2020 | 48.04% |
November 30, 2020 | 48.04% |
October 31, 2020 | 48.04% |
September 30, 2020 | 48.04% |
August 31, 2020 | 48.04% |
July 31, 2020 | 48.04% |
June 30, 2020 | 48.04% |
May 31, 2020 | 48.04% |
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
43.29%
Minimum
Jul 2019
48.04%
Maximum
Mar 2020
47.41%
Average
48.04%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.689 |
Beta (5Y) | 0.7937 |
Alpha (vs YCharts Benchmark) (5Y) | -9.432 |
Beta (vs YCharts Benchmark) (5Y) | 0.9422 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.78% |
Historical Sharpe Ratio (5Y) | -0.0459 |
Historical Sortino (5Y) | -0.0625 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.88% |