Invesco Taxable Municipal Bond ETF (BAB)
25.88
-0.06
(-0.23%)
USD |
NYSEARCA |
Apr 18, 16:00
25.87
-0.01
(-0.04%)
After-Hours: 20:00
BAB Max Drawdown (5Y): 27.80% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 27.80% |
February 29, 2024 | 27.80% |
January 31, 2024 | 27.80% |
December 31, 2023 | 27.80% |
November 30, 2023 | 27.80% |
October 31, 2023 | 27.80% |
September 30, 2023 | 27.80% |
August 31, 2023 | 27.80% |
July 31, 2023 | 27.80% |
June 30, 2023 | 27.80% |
May 31, 2023 | 27.80% |
April 30, 2023 | 27.80% |
March 31, 2023 | 27.80% |
February 28, 2023 | 27.80% |
January 31, 2023 | 27.80% |
December 31, 2022 | 27.80% |
November 30, 2022 | 27.80% |
October 31, 2022 | 27.80% |
September 30, 2022 | 27.80% |
August 31, 2022 | 27.80% |
July 31, 2022 | 27.80% |
June 30, 2022 | 27.80% |
May 31, 2022 | 27.80% |
April 30, 2022 | 27.80% |
March 31, 2022 | 27.80% |
Date | Value |
---|---|
February 28, 2022 | 27.80% |
January 31, 2022 | 27.80% |
December 31, 2021 | 27.80% |
November 30, 2021 | 27.80% |
October 31, 2021 | 27.80% |
September 30, 2021 | 27.80% |
August 31, 2021 | 27.80% |
July 31, 2021 | 27.80% |
June 30, 2021 | 27.80% |
May 31, 2021 | 27.80% |
April 30, 2021 | 27.80% |
March 31, 2021 | 27.80% |
February 28, 2021 | 27.80% |
January 31, 2021 | 27.80% |
December 31, 2020 | 27.80% |
November 30, 2020 | 27.80% |
October 31, 2020 | 27.80% |
September 30, 2020 | 27.80% |
August 31, 2020 | 27.80% |
July 31, 2020 | 27.80% |
June 30, 2020 | 27.80% |
May 31, 2020 | 27.80% |
April 30, 2020 | 27.80% |
March 31, 2020 | 27.80% |
February 29, 2020 | 8.31% |
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
8.31%
Minimum
Apr 2019
27.80%
Maximum
Mar 2020
24.23%
Average
27.80%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.7755 |
Beta (5Y) | 1.368 |
Alpha (vs YCharts Benchmark) (5Y) | 0.7755 |
Beta (vs YCharts Benchmark) (5Y) | 1.368 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 10.78% |
Historical Sharpe Ratio (5Y) | -0.1355 |
Historical Sortino (5Y) | -0.1733 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.56% |