Invesco S&P Spin-Off ETF (CSD)

85.14 +0.28 (+0.33%) USD  |  NYSEARCA  |  Jul 18, 16:00
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CSD Max Drawdown (5Y): 33.17% for June 30, 2025

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 Russell 1000 Equal Weight ETF 21.80%
John Hancock Multifactor Mid Cap ETF 24.10%
First Trust SMID Capital Strength ETF 21.92%
JPMorgan Diversified Return US Mid Cap Equity ETF 19.30%
First Trust Mid Cap Core AlphaDEX Fund 24.96%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.7171
Beta (5Y) 1.160
Alpha (vs YCharts Benchmark) (5Y) 3.556
Beta (vs YCharts Benchmark) (5Y) 1.143
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 21.29%
Historical Sharpe Ratio (5Y) 0.7201
Historical Sortino (5Y) 1.237
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.09%