Invesco BulletShares 2027 Hi Yld Corp Bd ETF (BSJR)

22.38 -0.04 (-0.18%) USD  |  NASDAQ  |  Dec 27, 16:00
22.38 0.00 (0.00%) After-Hours: 20:00
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BSJR Max Drawdown (5Y): 22.57% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Invesco Fundamental High Yield Corp Bd ETF 21.51%
iShares Interest Rate Hedged High Yield Bond ETF 23.88%
iShares ESG Advanced High Yield Corporate Bond ETF 18.75%
Goldman Sachs Access High Yield Corporate Bond ETF 21.48%
Invesco BulletShares 2028 Hi Yld Corp Bd ETF --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.361
Beta (5Y) 0.9410
Alpha (vs YCharts Benchmark) (5Y) -1.403
Beta (vs YCharts Benchmark) (5Y) 1.078
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 10.73%
Historical Sharpe Ratio (5Y) 0.101
Historical Sortino (5Y) 0.0961
Monthly Value at Risk (VaR) 5% (5Y Lookback) 4.07%