Invesco Zacks Mid-Cap ETF (CZA)
87.24
+0.15 (+0.17%)
USD |
NYSEARCA |
May 19, 16:00
CZA Max Drawdown (5Y): 46.18% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 46.18% |
March 31, 2022 | 46.18% |
February 28, 2022 | 46.18% |
January 31, 2022 | 46.18% |
December 31, 2021 | 46.18% |
November 30, 2021 | 46.18% |
October 31, 2021 | 46.18% |
September 30, 2021 | 46.18% |
August 31, 2021 | 46.18% |
July 31, 2021 | 46.18% |
June 30, 2021 | 46.18% |
May 31, 2021 | 46.18% |
April 30, 2021 | 46.18% |
March 31, 2021 | 46.18% |
February 28, 2021 | 46.18% |
January 31, 2021 | 46.18% |
December 31, 2020 | 46.18% |
November 30, 2020 | 46.18% |
October 31, 2020 | 46.18% |
September 30, 2020 | 46.18% |
August 31, 2020 | 46.18% |
July 31, 2020 | 46.18% |
June 30, 2020 | 46.18% |
May 31, 2020 | 46.18% |
April 30, 2020 | 46.18% |
Date | Value |
---|---|
March 31, 2020 | 46.18% |
February 29, 2020 | 18.83% |
January 31, 2020 | 18.83% |
December 31, 2019 | 18.83% |
November 30, 2019 | 18.83% |
October 31, 2019 | 18.83% |
September 30, 2019 | 18.83% |
August 31, 2019 | 18.83% |
July 31, 2019 | 18.83% |
June 30, 2019 | 18.83% |
May 31, 2019 | 18.83% |
April 30, 2019 | 18.83% |
March 31, 2019 | 18.83% |
February 28, 2019 | 18.83% |
January 31, 2019 | 18.83% |
December 31, 2018 | 18.83% |
November 30, 2018 | 18.83% |
October 31, 2018 | 18.83% |
September 30, 2018 | 18.83% |
August 31, 2018 | 18.83% |
July 31, 2018 | 18.83% |
June 30, 2018 | 18.83% |
May 31, 2018 | 18.83% |
April 30, 2018 | 18.83% |
March 31, 2018 | 18.83% |
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
18.83%
Minimum
May 2017
46.18%
Maximum
Mar 2020
30.69%
Average
18.83%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Barron's 400 ETF | 41.25% |
Timothy Plan US Large/Mid Cap Core ETF | -- |
iShares Morningstar Mid-Cap ETF | 40.99% |
Invesco Dynamic Market ETF | 39.44% |
Vanguard Mid-Cap ETF | 39.38% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.682 |
Beta (5Y) | 1.013 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.70% |
Historical Sharpe Ratio (5Y) | 0.5344 |
Historical Sortino (5Y) | 0.451 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.28% |