Invesco Solar ETF (TAN)
42.61
-0.72
(-1.66%)
USD |
NYSEARCA |
May 17, 16:00
42.60
-0.01
(-0.02%)
After-Hours: 20:00
TAN Max Drawdown (5Y): 67.50% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 67.50% |
| March 31, 2024 | 66.42% |
| February 29, 2024 | 66.42% |
| January 31, 2024 | 66.42% |
| December 31, 2023 | 66.42% |
| November 30, 2023 | 66.42% |
| October 31, 2023 | 66.42% |
| September 30, 2023 | 64.15% |
| August 31, 2023 | 64.15% |
| July 31, 2023 | 64.77% |
| June 30, 2023 | 64.77% |
| May 31, 2023 | 64.77% |
| April 30, 2023 | 64.77% |
| March 31, 2023 | 64.77% |
| February 28, 2023 | 64.77% |
| January 31, 2023 | 64.77% |
| December 31, 2022 | 64.77% |
| November 30, 2022 | 64.77% |
| October 31, 2022 | 64.77% |
| September 30, 2022 | 64.77% |
| August 31, 2022 | 64.77% |
| July 31, 2022 | 64.77% |
| June 30, 2022 | 64.77% |
| May 31, 2022 | 64.77% |
| April 30, 2022 | 64.77% |
| Date | Value |
|---|---|
| March 31, 2022 | 64.77% |
| February 28, 2022 | 65.11% |
| January 31, 2022 | 66.08% |
| December 31, 2021 | 66.08% |
| November 30, 2021 | 66.08% |
| October 31, 2021 | 66.24% |
| September 30, 2021 | 67.02% |
| August 31, 2021 | 67.02% |
| July 31, 2021 | 67.02% |
| June 30, 2021 | 67.02% |
| May 31, 2021 | 67.02% |
| April 30, 2021 | 67.02% |
| March 31, 2021 | 67.02% |
| February 28, 2021 | 67.02% |
| January 31, 2021 | 67.02% |
| December 31, 2020 | 68.33% |
| November 30, 2020 | 74.98% |
| October 31, 2020 | 74.98% |
| September 30, 2020 | 74.98% |
| August 31, 2020 | 74.98% |
| July 31, 2020 | 74.98% |
| June 30, 2020 | 74.98% |
| May 31, 2020 | 74.98% |
| April 30, 2020 | 74.98% |
| March 31, 2020 | 74.98% |
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
64.15%
Minimum
Aug 2023
74.98%
Maximum
May 2019
68.69%
Average
66.72%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.803 |
| Beta (5Y) | 1.396 |
| Alpha (vs YCharts Benchmark) (5Y) | -12.79 |
| Beta (vs YCharts Benchmark) (5Y) | 1.039 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.36% |
| Historical Sharpe Ratio (5Y) | 0.1674 |
| Historical Sortino (5Y) | 0.2935 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.38% |