Invesco China Technology ETF (CQQQ)
40.56
-0.30
(-0.72%)
USD |
NYSEARCA |
Nov 15, 16:00
40.56
0.00 (0.00%)
After-Hours: 20:00
CQQQ Max Drawdown (5Y): 73.98% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 73.98% |
| September 30, 2024 | 73.98% |
| August 31, 2024 | 73.98% |
| July 31, 2024 | 73.98% |
| June 30, 2024 | 73.98% |
| May 31, 2024 | 73.98% |
| April 30, 2024 | 73.98% |
| March 31, 2024 | 73.98% |
| February 29, 2024 | 73.98% |
| January 31, 2024 | 73.39% |
| December 31, 2023 | 71.31% |
| November 30, 2023 | 71.31% |
| October 31, 2023 | 71.31% |
| September 30, 2023 | 71.31% |
| August 31, 2023 | 71.31% |
| July 31, 2023 | 71.31% |
| June 30, 2023 | 71.31% |
| May 31, 2023 | 71.31% |
| April 30, 2023 | 71.31% |
| March 31, 2023 | 71.31% |
| February 28, 2023 | 71.31% |
| January 31, 2023 | 71.31% |
| December 31, 2022 | 71.31% |
| November 30, 2022 | 71.31% |
| October 31, 2022 | 71.31% |
| Date | Value |
|---|---|
| September 30, 2022 | 66.40% |
| August 31, 2022 | 64.45% |
| July 31, 2022 | 64.45% |
| June 30, 2022 | 64.45% |
| May 31, 2022 | 64.45% |
| April 30, 2022 | 64.45% |
| March 31, 2022 | 62.50% |
| February 28, 2022 | 48.96% |
| January 31, 2022 | 48.23% |
| December 31, 2021 | 45.00% |
| November 30, 2021 | 43.04% |
| October 31, 2021 | 43.04% |
| September 30, 2021 | 43.04% |
| August 31, 2021 | 43.04% |
| July 31, 2021 | 43.04% |
| June 30, 2021 | 43.04% |
| May 31, 2021 | 43.04% |
| April 30, 2021 | 43.04% |
| March 31, 2021 | 43.04% |
| February 28, 2021 | 43.04% |
| January 31, 2021 | 43.04% |
| December 31, 2020 | 43.04% |
| November 30, 2020 | 43.04% |
| October 31, 2020 | 43.04% |
| September 30, 2020 | 43.04% |
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
43.04%
Minimum
Nov 2019
73.98%
Maximum
Feb 2024
57.97%
Average
64.45%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.64 |
| Beta (5Y) | 0.5812 |
| Alpha (vs YCharts Benchmark) (5Y) | -7.871 |
| Beta (vs YCharts Benchmark) (5Y) | 0.2909 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.39% |
| Historical Sharpe Ratio (5Y) | -0.1379 |
| Historical Sortino (5Y) | -0.2838 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.02% |