SPDR® S&P Software & Services ETF (XSW)
149.16
-0.63
(-0.42%)
USD |
NYSEARCA |
May 10, 16:00
149.16
0.00 (0.00%)
After-Hours: 19:06
XSW Max Drawdown (5Y): 45.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 45.38% |
March 31, 2024 | 45.38% |
February 29, 2024 | 45.38% |
January 31, 2024 | 45.38% |
December 31, 2023 | 45.38% |
November 30, 2023 | 45.38% |
October 31, 2023 | 45.38% |
September 30, 2023 | 45.38% |
August 31, 2023 | 45.38% |
July 31, 2023 | 45.38% |
June 30, 2023 | 45.38% |
May 31, 2023 | 45.38% |
April 30, 2023 | 45.38% |
March 31, 2023 | 45.38% |
February 28, 2023 | 45.38% |
January 31, 2023 | 45.38% |
December 31, 2022 | 45.38% |
November 30, 2022 | 45.38% |
October 31, 2022 | 44.59% |
September 30, 2022 | 43.52% |
August 31, 2022 | 43.51% |
July 31, 2022 | 43.51% |
June 30, 2022 | 43.51% |
May 31, 2022 | 41.30% |
April 30, 2022 | 37.83% |
Date | Value |
---|---|
March 31, 2022 | 37.83% |
February 28, 2022 | 37.83% |
January 31, 2022 | 37.83% |
December 31, 2021 | 37.83% |
November 30, 2021 | 37.83% |
October 31, 2021 | 37.83% |
September 30, 2021 | 37.83% |
August 31, 2021 | 37.83% |
July 31, 2021 | 37.83% |
June 30, 2021 | 37.83% |
May 31, 2021 | 37.83% |
April 30, 2021 | 37.83% |
March 31, 2021 | 37.83% |
February 28, 2021 | 37.83% |
January 31, 2021 | 37.83% |
December 31, 2020 | 37.83% |
November 30, 2020 | 37.83% |
October 31, 2020 | 37.83% |
September 30, 2020 | 37.83% |
August 31, 2020 | 37.83% |
July 31, 2020 | 37.83% |
June 30, 2020 | 37.83% |
May 31, 2020 | 37.83% |
April 30, 2020 | 37.83% |
March 31, 2020 | 37.83% |
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
24.69%
Minimum
May 2019
45.38%
Maximum
Nov 2022
38.45%
Average
37.83%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.510 |
Beta (5Y) | 1.155 |
Alpha (vs YCharts Benchmark) (5Y) | -11.94 |
Beta (vs YCharts Benchmark) (5Y) | 0.9091 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.66% |
Historical Sharpe Ratio (5Y) | 0.2241 |
Historical Sortino (5Y) | 0.3165 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.44% |