SPDR® S&P Semiconductor ETF (XSD)
169.51
-2.61 (-1.52%)
USD |
NYSEARCA |
May 16, 16:00
170.05
+0.54 (+0.32%)
After-Hours: 20:00
XSD Max Drawdown (5Y): 36.80% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 36.80% |
| March 31, 2022 | 36.80% |
| February 28, 2022 | 36.80% |
| January 31, 2022 | 36.80% |
| December 31, 2021 | 36.80% |
| November 30, 2021 | 36.80% |
| October 31, 2021 | 36.80% |
| September 30, 2021 | 36.80% |
| August 31, 2021 | 36.80% |
| July 31, 2021 | 36.80% |
| June 30, 2021 | 36.80% |
| May 31, 2021 | 36.80% |
| April 30, 2021 | 36.80% |
| March 31, 2021 | 36.80% |
| February 28, 2021 | 36.80% |
| January 31, 2021 | 36.80% |
| December 31, 2020 | 36.80% |
| November 30, 2020 | 36.80% |
| October 31, 2020 | 36.80% |
| September 30, 2020 | 36.80% |
| August 31, 2020 | 36.80% |
| July 31, 2020 | 36.80% |
| June 30, 2020 | 36.80% |
| May 31, 2020 | 36.80% |
| April 30, 2020 | 36.80% |
| Date | Value |
|---|---|
| March 31, 2020 | 36.80% |
| February 29, 2020 | 23.70% |
| January 31, 2020 | 23.70% |
| December 31, 2019 | 23.70% |
| November 30, 2019 | 23.70% |
| October 31, 2019 | 23.70% |
| September 30, 2019 | 23.70% |
| August 31, 2019 | 23.70% |
| July 31, 2019 | 23.70% |
| June 30, 2019 | 23.70% |
| May 31, 2019 | 23.70% |
| April 30, 2019 | 23.70% |
| March 31, 2019 | 23.70% |
| February 28, 2019 | 23.70% |
| January 31, 2019 | 23.70% |
| December 31, 2018 | 23.70% |
| November 30, 2018 | 23.33% |
| October 31, 2018 | 23.33% |
| September 30, 2018 | 23.33% |
| August 31, 2018 | 23.33% |
| July 31, 2018 | 23.33% |
| June 30, 2018 | 23.33% |
| May 31, 2018 | 23.33% |
| April 30, 2018 | 23.33% |
| March 31, 2018 | 23.33% |
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
23.33%
Minimum
Feb 2018
37.42%
Maximum
May 2017
30.57%
Average
34.12%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 11.30 |
| Beta (5Y) | 1.318 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.27% |
| Historical Sharpe Ratio (5Y) | 0.9451 |
| Historical Sortino (5Y) | 1.381 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.10% |