Invesco CcyShrs® British Pound Stlg (FXB)
122.25
+0.02
(+0.02%)
USD |
NYSEARCA |
May 20, 11:52
FXB Max Drawdown (5Y): 28.63% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 28.63% |
March 31, 2024 | 28.63% |
February 29, 2024 | 28.63% |
January 31, 2024 | 28.63% |
December 31, 2023 | 28.63% |
November 30, 2023 | 28.63% |
October 31, 2023 | 28.63% |
September 30, 2023 | 28.63% |
August 31, 2023 | 28.63% |
July 31, 2023 | 28.63% |
June 30, 2023 | 28.63% |
May 31, 2023 | 28.63% |
April 30, 2023 | 28.63% |
March 31, 2023 | 28.63% |
February 28, 2023 | 28.63% |
January 31, 2023 | 28.63% |
December 31, 2022 | 28.63% |
November 30, 2022 | 28.63% |
October 31, 2022 | 28.63% |
September 30, 2022 | 28.63% |
August 31, 2022 | 28.63% |
July 31, 2022 | 28.63% |
June 30, 2022 | 28.63% |
May 31, 2022 | 28.63% |
April 30, 2022 | 28.63% |
Date | Value |
---|---|
March 31, 2022 | 28.63% |
February 28, 2022 | 28.63% |
January 31, 2022 | 28.63% |
December 31, 2021 | 29.83% |
November 30, 2021 | 29.83% |
October 31, 2021 | 29.83% |
September 30, 2021 | 29.83% |
August 31, 2021 | 29.83% |
July 31, 2021 | 29.85% |
June 30, 2021 | 29.85% |
May 31, 2021 | 29.85% |
April 30, 2021 | 29.85% |
March 31, 2021 | 29.85% |
February 28, 2021 | 29.85% |
January 31, 2021 | 29.85% |
December 31, 2020 | 29.85% |
November 30, 2020 | 29.85% |
October 31, 2020 | 29.85% |
September 30, 2020 | 29.85% |
August 31, 2020 | 29.85% |
July 31, 2020 | 29.85% |
June 30, 2020 | 29.85% |
May 31, 2020 | 29.85% |
April 30, 2020 | 29.85% |
March 31, 2020 | 29.85% |
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
28.63%
Minimum
Jan 2022
29.85%
Maximum
May 2019
29.28%
Average
29.83%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.7058 |
Beta (5Y) | 0.6899 |
Alpha (vs YCharts Benchmark) (5Y) | -2.557 |
Beta (vs YCharts Benchmark) (5Y) | -1.065 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 8.89% |
Historical Sharpe Ratio (5Y) | -0.2504 |
Historical Sortino (5Y) | -0.373 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.09% |