Invesco BulletShares 2026 HY Corp Bd ETF (BSJQ)

22.63 -0.07 (-0.31%) USD  |  NASDAQ  |  Sep 29, 16:00
22.67 +0.04 (+0.18%) Pre-Market: 20:00
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BSJQ Max Drawdown (5Y): 24.14% for Sept. 30, 2023

Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2023 24.14%
August 31, 2023 24.14%
July 31, 2023 24.14%
June 30, 2023 24.14%
May 31, 2023 24.14%
April 30, 2023 24.14%
March 31, 2023 24.14%
Date Value
February 28, 2023 24.14%
January 31, 2023 24.14%
December 31, 2022 24.14%
November 30, 2022 24.14%
October 31, 2022 24.14%
September 30, 2022 24.14%

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

24.14%
Minimum
Sep 2022
24.14%
Maximum
Sep 2022
24.14%
Average
24.14%
Median
Sep 2022

Max Drawdown (5Y) Benchmarks

iShares US & Intl High Yield Corp Bd ETF 27.36%
iShares Interest Rate Hdg Hi Yld Bd ETF 23.88%
iShares ESG Advanced Hi Yld Corp Bd ETF 18.75%
JPMorgan BetaBuilders $ HY Corp Bnd ETF 24.98%
iShares High Yield Bond Factor ETF 21.58%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.735
Beta (5Y) 0.7689
Alpha (vs YCharts Benchmark) (5Y) 2.735
Beta (vs YCharts Benchmark) (5Y) 0.7689
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 10.31%
Historical Sharpe Ratio (5Y) 0.1941
Historical Sortino (5Y) 0.1728
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.04%