Invesco Zacks Mid-Cap ETF (CZA)
113.40
+0.96
(+0.85%)
USD |
NYSEARCA |
Nov 25, 16:00
113.36
-0.04
(-0.04%)
Pre-Market: 20:00
CZA Max Drawdown (5Y): 46.18% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 46.18% |
| September 30, 2024 | 46.18% |
| August 31, 2024 | 46.18% |
| July 31, 2024 | 46.18% |
| June 30, 2024 | 46.18% |
| May 31, 2024 | 46.18% |
| April 30, 2024 | 46.18% |
| March 31, 2024 | 46.18% |
| February 29, 2024 | 46.18% |
| January 31, 2024 | 46.18% |
| December 31, 2023 | 46.18% |
| November 30, 2023 | 46.18% |
| October 31, 2023 | 46.18% |
| September 30, 2023 | 46.18% |
| August 31, 2023 | 46.18% |
| July 31, 2023 | 46.18% |
| June 30, 2023 | 46.18% |
| May 31, 2023 | 46.18% |
| April 30, 2023 | 46.18% |
| March 31, 2023 | 46.18% |
| February 28, 2023 | 46.18% |
| January 31, 2023 | 46.18% |
| December 31, 2022 | 46.18% |
| November 30, 2022 | 46.18% |
| October 31, 2022 | 46.18% |
| Date | Value |
|---|---|
| September 30, 2022 | 46.18% |
| August 31, 2022 | 46.18% |
| July 31, 2022 | 46.18% |
| June 30, 2022 | 46.18% |
| May 31, 2022 | 46.18% |
| 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% |
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
Nov 2019
46.18%
Maximum
Mar 2020
44.36%
Average
46.18%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.517 |
| Beta (5Y) | 0.9805 |
| Alpha (vs YCharts Benchmark) (5Y) | 2.563 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7455 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.33% |
| Historical Sharpe Ratio (5Y) | 0.3198 |
| Historical Sortino (5Y) | 0.3115 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.11% |