SPDR® S&P Software & Services ETF (XSW)
181.31
-2.98
(-1.62%)
USD |
NYSEARCA |
Nov 15, 16:00
181.64
+0.32
(+0.18%)
After-Hours: 20:00
XSW Max Drawdown (5Y): 45.38% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 45.38% |
| September 30, 2024 | 45.38% |
| August 31, 2024 | 45.38% |
| July 31, 2024 | 45.38% |
| June 30, 2024 | 45.38% |
| May 31, 2024 | 45.38% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
45.38%
Maximum
Nov 2022
40.52%
Average
39.56%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.628 |
| Beta (5Y) | 1.151 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.834 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7811 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.65% |
| Historical Sharpe Ratio (5Y) | 0.3434 |
| Historical Sortino (5Y) | 0.4815 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.44% |