Invesco Global Listed Private Equity ETF (PSP)
65.95
-0.12
(-0.19%)
USD |
NYSEARCA |
May 20, 09:59
PSP Max Drawdown (5Y): 47.15% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 47.15% |
March 31, 2024 | 47.15% |
February 29, 2024 | 47.15% |
January 31, 2024 | 47.15% |
December 31, 2023 | 47.15% |
November 30, 2023 | 47.15% |
October 31, 2023 | 47.15% |
September 30, 2023 | 47.15% |
August 31, 2023 | 47.15% |
July 31, 2023 | 47.15% |
June 30, 2023 | 47.15% |
May 31, 2023 | 47.15% |
April 30, 2023 | 47.15% |
March 31, 2023 | 47.15% |
February 28, 2023 | 47.15% |
January 31, 2023 | 47.15% |
December 31, 2022 | 47.15% |
November 30, 2022 | 47.15% |
October 31, 2022 | 47.15% |
September 30, 2022 | 46.95% |
August 31, 2022 | 46.95% |
July 31, 2022 | 46.95% |
June 30, 2022 | 46.95% |
May 31, 2022 | 46.95% |
April 30, 2022 | 46.95% |
Date | Value |
---|---|
March 31, 2022 | 46.95% |
February 28, 2022 | 46.95% |
January 31, 2022 | 46.95% |
December 31, 2021 | 46.95% |
November 30, 2021 | 46.95% |
October 31, 2021 | 46.95% |
September 30, 2021 | 46.95% |
August 31, 2021 | 46.95% |
July 31, 2021 | 46.95% |
June 30, 2021 | 46.95% |
May 31, 2021 | 46.95% |
April 30, 2021 | 46.95% |
March 31, 2021 | 46.95% |
February 28, 2021 | 46.95% |
January 31, 2021 | 46.95% |
December 31, 2020 | 46.95% |
November 30, 2020 | 46.95% |
October 31, 2020 | 46.95% |
September 30, 2020 | 46.95% |
August 31, 2020 | 46.95% |
July 31, 2020 | 46.95% |
June 30, 2020 | 46.95% |
May 31, 2020 | 46.95% |
April 30, 2020 | 46.95% |
March 31, 2020 | 46.95% |
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
26.48%
Minimum
May 2019
47.15%
Maximum
Oct 2022
43.60%
Average
46.95%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.9959 |
Beta (5Y) | 1.440 |
Alpha (vs YCharts Benchmark) (5Y) | -2.703 |
Beta (vs YCharts Benchmark) (5Y) | 1.085 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.82% |
Historical Sharpe Ratio (5Y) | 0.1838 |
Historical Sortino (5Y) | 0.2122 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.84% |