Invesco Zacks Mid-Cap ETF (CZA)
100.50
-0.04
(-0.04%)
USD |
NYSEARCA |
May 17, 16:00
CZA Max Drawdown (5Y): 46.18% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 46.18% |
March 31, 2024 | 46.18% |
February 29, 2024 | 46.18% |
January 31, 2024 | 46.18% |
December 31, 2023 | 46.18% |
November 30, 2023 | 46.18% |
October 31, 2023 | 46.18% |
September 30, 2023 | 46.18% |
August 31, 2023 | 46.18% |
July 31, 2023 | 46.18% |
June 30, 2023 | 46.18% |
May 31, 2023 | 46.18% |
April 30, 2023 | 46.18% |
March 31, 2023 | 46.18% |
February 28, 2023 | 46.18% |
January 31, 2023 | 46.18% |
December 31, 2022 | 46.18% |
November 30, 2022 | 46.18% |
October 31, 2022 | 46.18% |
September 30, 2022 | 46.18% |
August 31, 2022 | 46.18% |
July 31, 2022 | 46.18% |
June 30, 2022 | 46.18% |
May 31, 2022 | 46.18% |
April 30, 2022 | 46.18% |
Date | Value |
---|---|
March 31, 2022 | 46.18% |
February 28, 2022 | 46.18% |
January 31, 2022 | 46.18% |
December 31, 2021 | 46.18% |
November 30, 2021 | 46.18% |
October 31, 2021 | 46.18% |
September 30, 2021 | 46.18% |
August 31, 2021 | 46.18% |
July 31, 2021 | 46.18% |
June 30, 2021 | 46.18% |
May 31, 2021 | 46.18% |
April 30, 2021 | 46.18% |
March 31, 2021 | 46.18% |
February 28, 2021 | 46.18% |
January 31, 2021 | 46.18% |
December 31, 2020 | 46.18% |
November 30, 2020 | 46.18% |
October 31, 2020 | 46.18% |
September 30, 2020 | 46.18% |
August 31, 2020 | 46.18% |
July 31, 2020 | 46.18% |
June 30, 2020 | 46.18% |
May 31, 2020 | 46.18% |
April 30, 2020 | 46.18% |
March 31, 2020 | 46.18% |
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
18.83%
Minimum
May 2019
46.18%
Maximum
Mar 2020
41.63%
Average
46.18%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.111 |
Beta (5Y) | 0.9858 |
Alpha (vs YCharts Benchmark) (5Y) | -0.5161 |
Beta (vs YCharts Benchmark) (5Y) | 0.9121 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.45% |
Historical Sharpe Ratio (5Y) | 0.2617 |
Historical Sortino (5Y) | 0.2575 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.11% |