S&P US Treasury Bond Futures Index Total Return (^SPUSTBFTR)
360.26
-2.08
(-0.57%)
USD |
May 10, 15:33
S&P US Treasury Bond Futures Index Total Return Max Drawdown (5Y): 35.74% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 35.74% |
| March 31, 2024 | 35.74% |
| February 29, 2024 | 35.74% |
| January 31, 2024 | 35.74% |
| December 31, 2023 | 35.74% |
| November 30, 2023 | 35.74% |
| October 31, 2023 | 35.74% |
| September 30, 2023 | 32.59% |
| August 31, 2023 | 32.03% |
| July 31, 2023 | 32.03% |
| June 30, 2023 | 32.03% |
| May 31, 2023 | 32.03% |
| April 30, 2023 | 32.03% |
| March 31, 2023 | 32.03% |
| February 28, 2023 | 32.03% |
| January 31, 2023 | 32.03% |
| December 31, 2022 | 32.03% |
| November 30, 2022 | 32.03% |
| October 31, 2022 | 32.03% |
| September 30, 2022 | 28.48% |
| August 31, 2022 | 25.57% |
| July 31, 2022 | 25.57% |
| June 30, 2022 | 25.57% |
| May 31, 2022 | 23.37% |
| April 30, 2022 | 21.63% |
| Date | Value |
|---|---|
| March 31, 2022 | 17.40% |
| February 28, 2022 | 15.17% |
| January 31, 2022 | 15.17% |
| December 31, 2021 | 15.17% |
| November 30, 2021 | 15.17% |
| October 31, 2021 | 15.17% |
| September 30, 2021 | 15.17% |
| August 31, 2021 | 15.17% |
| July 31, 2021 | 15.17% |
| June 30, 2021 | 15.17% |
| May 31, 2021 | 15.17% |
| April 30, 2021 | 15.17% |
| March 31, 2021 | 15.17% |
| February 28, 2021 | 15.08% |
| January 31, 2021 | 15.08% |
| December 31, 2020 | 15.08% |
| November 30, 2020 | 15.08% |
| October 31, 2020 | 15.08% |
| September 30, 2020 | 15.08% |
| August 31, 2020 | 15.08% |
| July 31, 2020 | 15.08% |
| June 30, 2020 | 15.08% |
| May 31, 2020 | 15.08% |
| April 30, 2020 | 15.08% |
| March 31, 2020 | 15.08% |
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
15.08%
Minimum
May 2019
35.74%
Maximum
Oct 2023
21.94%
Average
15.17%
Median
Mar 2021