Invesco DW Consumer Cyclicals Momt ETF (PEZ)
94.25
+2.01
(+2.18%)
USD |
NASDAQ |
May 24, 16:00
PEZ Max Drawdown (5Y): 52.05% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 52.05% |
March 31, 2024 | 52.05% |
February 29, 2024 | 52.05% |
January 31, 2024 | 52.05% |
December 31, 2023 | 52.05% |
November 30, 2023 | 52.05% |
October 31, 2023 | 52.05% |
September 30, 2023 | 52.05% |
August 31, 2023 | 52.05% |
July 31, 2023 | 52.05% |
June 30, 2023 | 52.05% |
May 31, 2023 | 52.05% |
April 30, 2023 | 52.05% |
March 31, 2023 | 52.05% |
February 28, 2023 | 52.05% |
January 31, 2023 | 52.05% |
December 31, 2022 | 52.05% |
November 30, 2022 | 52.05% |
October 31, 2022 | 52.05% |
September 30, 2022 | 52.05% |
August 31, 2022 | 52.05% |
July 31, 2022 | 52.05% |
June 30, 2022 | 52.05% |
May 31, 2022 | 52.05% |
April 30, 2022 | 52.05% |
Date | Value |
---|---|
March 31, 2022 | 52.05% |
February 28, 2022 | 52.05% |
January 31, 2022 | 52.05% |
December 31, 2021 | 52.05% |
November 30, 2021 | 52.05% |
October 31, 2021 | 52.05% |
September 30, 2021 | 52.05% |
August 31, 2021 | 52.05% |
July 31, 2021 | 52.05% |
June 30, 2021 | 52.05% |
May 31, 2021 | 52.05% |
April 30, 2021 | 52.05% |
March 31, 2021 | 52.05% |
February 28, 2021 | 52.05% |
January 31, 2021 | 52.05% |
December 31, 2020 | 52.05% |
November 30, 2020 | 52.05% |
October 31, 2020 | 52.05% |
September 30, 2020 | 52.05% |
August 31, 2020 | 52.05% |
July 31, 2020 | 52.05% |
June 30, 2020 | 52.05% |
May 31, 2020 | 52.05% |
April 30, 2020 | 52.05% |
March 31, 2020 | 52.05% |
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
27.60%
Minimum
May 2019
52.05%
Maximum
Mar 2020
47.98%
Average
52.05%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.041 |
Beta (5Y) | 1.412 |
Alpha (vs YCharts Benchmark) (5Y) | -1.717 |
Beta (vs YCharts Benchmark) (5Y) | 1.354 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.40% |
Historical Sharpe Ratio (5Y) | 0.2494 |
Historical Sortino (5Y) | 0.3478 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.97% |