Invesco S&P Emerging Markets Mom ETF (EEMO)
16.55
-0.10
(-0.62%)
USD |
NYSEARCA |
May 31, 16:00
EEMO Max Drawdown (5Y): 46.64% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 46.64% |
April 30, 2024 | 46.64% |
March 31, 2024 | 46.64% |
February 29, 2024 | 46.64% |
January 31, 2024 | 46.64% |
December 31, 2023 | 46.64% |
November 30, 2023 | 46.64% |
October 31, 2023 | 46.64% |
September 30, 2023 | 46.64% |
August 31, 2023 | 46.64% |
July 31, 2023 | 46.64% |
June 30, 2023 | 46.64% |
May 31, 2023 | 46.64% |
April 30, 2023 | 46.64% |
March 31, 2023 | 46.64% |
February 28, 2023 | 46.64% |
January 31, 2023 | 46.64% |
December 31, 2022 | 46.64% |
November 30, 2022 | 46.64% |
October 31, 2022 | 46.64% |
September 30, 2022 | 46.64% |
August 31, 2022 | 46.64% |
July 31, 2022 | 46.64% |
June 30, 2022 | 46.64% |
May 31, 2022 | 46.64% |
Date | Value |
---|---|
April 30, 2022 | 46.64% |
March 31, 2022 | 46.64% |
February 28, 2022 | 46.64% |
January 31, 2022 | 46.64% |
December 31, 2021 | 46.64% |
November 30, 2021 | 46.64% |
October 31, 2021 | 46.64% |
September 30, 2021 | 46.64% |
August 31, 2021 | 46.64% |
July 31, 2021 | 46.64% |
June 30, 2021 | 46.64% |
May 31, 2021 | 46.64% |
April 30, 2021 | 46.64% |
March 31, 2021 | 46.64% |
February 28, 2021 | 46.64% |
January 31, 2021 | 46.64% |
December 31, 2020 | 46.64% |
November 30, 2020 | 48.50% |
October 31, 2020 | 48.50% |
September 30, 2020 | 48.50% |
August 31, 2020 | 48.50% |
July 31, 2020 | 48.50% |
June 30, 2020 | 48.50% |
May 31, 2020 | 48.50% |
April 30, 2020 | 48.50% |
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
46.64%
Minimum
Dec 2020
48.50%
Maximum
Jun 2019
47.20%
Average
46.64%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.225 |
Beta (5Y) | 0.9641 |
Alpha (vs YCharts Benchmark) (5Y) | -0.404 |
Beta (vs YCharts Benchmark) (5Y) | 0.9319 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.29% |
Historical Sharpe Ratio (5Y) | 0.0564 |
Historical Sortino (5Y) | 0.0659 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.14% |