Invesco MSCI Global Timber ETF (CUT)
32.05
-0.11
(-0.36%)
USD |
NYSEARCA |
Apr 25, 16:00
CUT Max Drawdown (5Y): 45.74% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 45.74% |
February 29, 2024 | 45.74% |
January 31, 2024 | 45.74% |
December 31, 2023 | 45.74% |
November 30, 2023 | 45.74% |
October 31, 2023 | 45.74% |
September 30, 2023 | 45.74% |
August 31, 2023 | 45.74% |
July 31, 2023 | 45.74% |
June 30, 2023 | 45.74% |
May 31, 2023 | 45.74% |
April 30, 2023 | 45.74% |
March 31, 2023 | 45.74% |
February 28, 2023 | 45.74% |
January 31, 2023 | 45.74% |
December 31, 2022 | 45.74% |
November 30, 2022 | 45.74% |
October 31, 2022 | 45.74% |
September 30, 2022 | 45.74% |
August 31, 2022 | 45.74% |
July 31, 2022 | 45.74% |
June 30, 2022 | 45.74% |
May 31, 2022 | 45.74% |
April 30, 2022 | 45.74% |
March 31, 2022 | 45.74% |
Date | Value |
---|---|
February 28, 2022 | 45.74% |
January 31, 2022 | 45.74% |
December 31, 2021 | 45.74% |
November 30, 2021 | 45.74% |
October 31, 2021 | 45.74% |
September 30, 2021 | 45.74% |
August 31, 2021 | 45.74% |
July 31, 2021 | 45.74% |
June 30, 2021 | 45.74% |
May 31, 2021 | 45.74% |
April 30, 2021 | 45.74% |
March 31, 2021 | 45.74% |
February 28, 2021 | 45.74% |
January 31, 2021 | 45.74% |
December 31, 2020 | 45.74% |
November 30, 2020 | 45.74% |
October 31, 2020 | 45.74% |
September 30, 2020 | 45.74% |
August 31, 2020 | 45.74% |
July 31, 2020 | 45.74% |
June 30, 2020 | 45.74% |
May 31, 2020 | 45.74% |
April 30, 2020 | 45.74% |
March 31, 2020 | 45.74% |
February 29, 2020 | 30.37% |
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
30.37%
Minimum
Apr 2019
45.74%
Maximum
Mar 2020
42.92%
Average
45.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.730 |
Beta (5Y) | 1.030 |
Alpha (vs YCharts Benchmark) (5Y) | -1.714 |
Beta (vs YCharts Benchmark) (5Y) | 0.5553 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.90% |
Historical Sharpe Ratio (5Y) | 0.2121 |
Historical Sortino (5Y) | 0.2568 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.42% |