SPDR® S&P Telecom ETF (XTL)
68.66
+0.05
(+0.07%)
USD |
NYSEARCA |
Apr 24, 16:00
68.39
-0.27
(-0.39%)
After-Hours: 20:00
XTL Max Drawdown (5Y): 37.00% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 37.00% |
| February 29, 2024 | 37.00% |
| January 31, 2024 | 37.00% |
| December 31, 2023 | 37.00% |
| November 30, 2023 | 37.00% |
| October 31, 2023 | 37.00% |
| September 30, 2023 | 31.91% |
| August 31, 2023 | 31.56% |
| July 31, 2023 | 31.56% |
| June 30, 2023 | 31.56% |
| May 31, 2023 | 31.56% |
| April 30, 2023 | 31.56% |
| March 31, 2023 | 31.56% |
| February 28, 2023 | 31.56% |
| January 31, 2023 | 31.56% |
| December 31, 2022 | 31.56% |
| November 30, 2022 | 31.56% |
| October 31, 2022 | 31.56% |
| September 30, 2022 | 31.56% |
| August 31, 2022 | 31.56% |
| July 31, 2022 | 31.56% |
| June 30, 2022 | 31.56% |
| May 31, 2022 | 31.56% |
| April 30, 2022 | 31.56% |
| March 31, 2022 | 31.56% |
| Date | Value |
|---|---|
| February 28, 2022 | 31.56% |
| January 31, 2022 | 31.56% |
| December 31, 2021 | 31.56% |
| November 30, 2021 | 31.56% |
| October 31, 2021 | 31.56% |
| September 30, 2021 | 31.56% |
| August 31, 2021 | 31.56% |
| July 31, 2021 | 31.56% |
| June 30, 2021 | 31.56% |
| May 31, 2021 | 31.56% |
| April 30, 2021 | 31.56% |
| March 31, 2021 | 31.56% |
| February 28, 2021 | 31.56% |
| January 31, 2021 | 31.56% |
| December 31, 2020 | 31.56% |
| November 30, 2020 | 31.56% |
| October 31, 2020 | 31.56% |
| September 30, 2020 | 31.56% |
| August 31, 2020 | 31.56% |
| July 31, 2020 | 31.56% |
| June 30, 2020 | 31.56% |
| May 31, 2020 | 31.56% |
| April 30, 2020 | 31.56% |
| March 31, 2020 | 31.56% |
| February 29, 2020 | 23.40% |
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
23.40%
Minimum
Apr 2019
37.00%
Maximum
Oct 2023
30.62%
Average
31.56%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.908 |
| Beta (5Y) | 0.9825 |
| Alpha (vs YCharts Benchmark) (5Y) | -7.740 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6862 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.48% |
| Historical Sharpe Ratio (5Y) | -0.0003 |
| Historical Sortino (5Y) | -0.0005 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.44% |