SPDR S&P Pharmaceuticals ETF (XPH)

43.37 -0.67 (-1.52%) USD  |  NYSEARCA  |  Dec 27, 16:00
43.37 0.00 (0.00%) After-Hours: 20:00
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XPH Max Drawdown (5Y): 48.04% 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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VanEck Biotech ETF 39.86%
Invesco Biotechnology & Genome ETF 37.84%
SPDR S&P Health Care Services ETF 39.32%
Range Cancer Therapeutics ETF 72.11%
Direxion Daily Pharmaceutical & Medical Bl 3X Shs 84.35%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.363
Beta (5Y) 0.7594
Alpha (vs YCharts Benchmark) (5Y) -5.207
Beta (vs YCharts Benchmark) (5Y) 0.8701
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 21.95%
Historical Sharpe Ratio (5Y) 0.0564
Historical Sortino (5Y) 0.0738
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.88%