Invesco S&P Spin-Off ETF (CSD)
55.21
-1.05 (-1.86%)
USD |
NYSEARCA |
Aug 09, 16:00
CSD Max Drawdown (5Y): 57.54% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
July 31, 2022 | 57.54% |
June 30, 2022 | 57.54% |
May 31, 2022 | 57.54% |
April 30, 2022 | 57.54% |
March 31, 2022 | 57.54% |
February 28, 2022 | 57.54% |
January 31, 2022 | 57.54% |
December 31, 2021 | 57.54% |
November 30, 2021 | 57.54% |
October 31, 2021 | 57.54% |
September 30, 2021 | 57.54% |
August 31, 2021 | 57.54% |
July 31, 2021 | 57.54% |
June 30, 2021 | 57.54% |
May 31, 2021 | 57.54% |
April 30, 2021 | 57.54% |
March 31, 2021 | 57.54% |
February 28, 2021 | 57.54% |
January 31, 2021 | 57.54% |
December 31, 2020 | 57.54% |
November 30, 2020 | 57.54% |
October 31, 2020 | 57.54% |
September 30, 2020 | 57.54% |
August 31, 2020 | 57.54% |
July 31, 2020 | 57.54% |
Date | Value |
---|---|
June 30, 2020 | 57.54% |
May 31, 2020 | 57.54% |
April 30, 2020 | 57.54% |
March 31, 2020 | 57.54% |
February 29, 2020 | 31.85% |
January 31, 2020 | 31.85% |
December 31, 2019 | 31.85% |
November 30, 2019 | 31.85% |
October 31, 2019 | 31.85% |
September 30, 2019 | 31.85% |
August 31, 2019 | 31.85% |
July 31, 2019 | 31.85% |
June 30, 2019 | 31.85% |
May 31, 2019 | 31.85% |
April 30, 2019 | 31.85% |
March 31, 2019 | 31.85% |
February 28, 2019 | 31.85% |
January 31, 2019 | 31.85% |
December 31, 2018 | 31.85% |
November 30, 2018 | 31.85% |
October 31, 2018 | 31.85% |
September 30, 2018 | 31.85% |
August 31, 2018 | 31.85% |
July 31, 2018 | 31.85% |
June 30, 2018 | 31.85% |
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
31.85%
Minimum
Aug 2017
57.54%
Maximum
Mar 2020
44.27%
Average
31.85%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.61 |
Beta (5Y) | 1.391 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.11% |
Historical Sharpe Ratio (5Y) | 0.2041 |
Historical Sortino (5Y) | 0.2138 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.95% |