Risk, drawdown and recovery period
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Specification JSON
Sample as of
SPY.US SPDR S&P 500 ETF | S&P 500 Index | 2025-10-16 – 2026-10-16 | USD
- Latest value
- 9.89 %
- Period average
- 20.63 %
- Period high
- 44.28 %
- Period low
- 8.75 %
Risk, drawdown and recovery period
Rolling volatility (Multi-series)
Multi-panel
Days underwater (Bar)
Data detail
Rolling volatility and Days underwater (Table)
Sample data rows
| Date | Rolling volatility | Days underwater | Data date (sample) |
|---|---|---|---|
| 2025-10-16 | 19.03 | 3 | 2025-10-16 |
| 2025-11-03 | 18.86 | 67 | 2025-11-03 |
| 2025-11-17 | 16.16 | 11 | 2025-11-17 |
| 2025-12-03 | 20.74 | 7 | 2025-12-03 |
| 2025-12-19 | 19.25 | 35 | 2025-12-19 |
| 2026-01-02 | 23.73 | 22 | 2026-01-02 |
| 2026-01-20 | 24.59 | 6 | 2026-01-20 |
| 2026-02-05 | 18.92 | 8 | 2026-02-05 |
| 2026-02-23 | 20.59 | 3 | 2026-02-23 |
| 2026-03-09 | 22.77 | 10 | 2026-03-09 |
| 2026-03-25 | 24.93 | 5 | 2026-03-25 |
| 2026-04-10 | 37.38 | 9 | 2026-04-10 |
| 2026-04-24 | 40.99 | 11 | 2026-04-24 |
| 2026-05-12 | 29.24 | 17 | 2026-05-12 |
| 2026-05-28 | 19.62 | 11 | 2026-05-28 |
| 2026-06-11 | 22.07 | 11 | 2026-06-11 |
| 2026-06-29 | 21.67 | 119 | 2026-06-29 |
| 2026-07-15 | 14.49 | 4 | 2026-07-15 |
| 2026-07-31 | 16.06 | 4 | 2026-07-31 |
| 2026-08-14 | 16.96 | 5 | 2026-08-14 |
| 2026-09-01 | 15.02 | 7 | 2026-09-01 |
| 2026-09-17 | 11.64 | 15 | 2026-09-17 |
| 2026-10-01 | 10.27 | 13 | 2026-10-01 |
| 2026-10-16 | 9.89 | 16 | 2026-10-16 |