Invesco S&P Global Water ETF (CGW)
58.32
+0.26
(+0.45%)
USD |
NYSEARCA |
Nov 15, 16:00
58.26
-0.06
(-0.10%)
After-Hours: 20:00
CGW Max Drawdown (5Y): 35.72% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 35.72% |
| September 30, 2024 | 35.72% |
| August 31, 2024 | 35.72% |
| July 31, 2024 | 35.72% |
| June 30, 2024 | 35.72% |
| May 31, 2024 | 35.72% |
| April 30, 2024 | 35.72% |
| March 31, 2024 | 35.72% |
| February 29, 2024 | 35.72% |
| January 31, 2024 | 35.72% |
| December 31, 2023 | 35.72% |
| November 30, 2023 | 35.72% |
| October 31, 2023 | 35.72% |
| September 30, 2023 | 35.72% |
| August 31, 2023 | 35.72% |
| July 31, 2023 | 35.72% |
| June 30, 2023 | 35.72% |
| May 31, 2023 | 35.72% |
| April 30, 2023 | 35.72% |
| March 31, 2023 | 35.72% |
| February 28, 2023 | 35.72% |
| January 31, 2023 | 35.72% |
| December 31, 2022 | 35.72% |
| November 30, 2022 | 35.72% |
| October 31, 2022 | 35.72% |
| Date | Value |
|---|---|
| September 30, 2022 | 35.72% |
| August 31, 2022 | 35.72% |
| July 31, 2022 | 35.72% |
| June 30, 2022 | 35.72% |
| May 31, 2022 | 35.72% |
| April 30, 2022 | 35.72% |
| March 31, 2022 | 35.72% |
| February 28, 2022 | 35.72% |
| January 31, 2022 | 35.72% |
| December 31, 2021 | 35.72% |
| November 30, 2021 | 35.72% |
| October 31, 2021 | 35.72% |
| September 30, 2021 | 35.72% |
| August 31, 2021 | 35.72% |
| July 31, 2021 | 35.72% |
| June 30, 2021 | 35.72% |
| May 31, 2021 | 35.72% |
| April 30, 2021 | 35.72% |
| March 31, 2021 | 35.72% |
| February 28, 2021 | 35.72% |
| January 31, 2021 | 35.72% |
| December 31, 2020 | 35.72% |
| November 30, 2020 | 35.72% |
| October 31, 2020 | 35.72% |
| September 30, 2020 | 35.72% |
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
16.41%
Minimum
Nov 2019
35.72%
Maximum
Mar 2020
34.44%
Average
35.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| First Trust Water ETF | 36.60% |
| Invesco Water Resources ETF | 34.92% |
| Invesco Global Water ETF | 35.76% |
| Global X Clean Water ETF | -- |
| Global X Uranium ETF | 63.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.751 |
| Beta (5Y) | 1.025 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.660 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9927 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.54% |
| Historical Sharpe Ratio (5Y) | 0.3321 |
| Historical Sortino (5Y) | 0.4116 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.43% |