Invesco DWA SmallCap Momentum ETF (DWAS)
74.50
-0.78 (-1.04%)
USD |
NASDAQ |
May 20, 16:00
74.51
+0.01 (+0.01%)
After-Hours: 20:00
DWAS Max Drawdown (5Y): 46.17% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 46.17% |
March 31, 2022 | 46.17% |
February 28, 2022 | 46.17% |
January 31, 2022 | 46.17% |
December 31, 2021 | 46.17% |
November 30, 2021 | 46.17% |
October 31, 2021 | 46.17% |
September 30, 2021 | 46.17% |
August 31, 2021 | 46.17% |
July 31, 2021 | 46.17% |
June 30, 2021 | 46.17% |
May 31, 2021 | 46.17% |
April 30, 2021 | 46.17% |
March 31, 2021 | 46.17% |
February 28, 2021 | 46.17% |
January 31, 2021 | 46.17% |
December 31, 2020 | 46.17% |
November 30, 2020 | 46.17% |
October 31, 2020 | 46.17% |
September 30, 2020 | 46.17% |
August 31, 2020 | 46.17% |
July 31, 2020 | 46.17% |
June 30, 2020 | 46.17% |
May 31, 2020 | 46.17% |
April 30, 2020 | 46.17% |
Date | Value |
---|---|
March 31, 2020 | 46.17% |
February 29, 2020 | 32.51% |
January 31, 2020 | 32.51% |
December 31, 2019 | 32.51% |
November 30, 2019 | 32.51% |
October 31, 2019 | 32.51% |
September 30, 2019 | 32.51% |
August 31, 2019 | 32.51% |
July 31, 2019 | 32.51% |
June 30, 2019 | 32.51% |
May 31, 2019 | 32.51% |
April 30, 2019 | 32.51% |
March 31, 2019 | 32.51% |
February 28, 2019 | 32.51% |
January 31, 2019 | 32.51% |
December 31, 2018 | 32.51% |
November 30, 2018 | 29.53% |
October 31, 2018 | 29.53% |
September 30, 2018 | 29.53% |
August 31, 2018 | 29.53% |
July 31, 2018 | 29.53% |
June 30, 2018 | 29.53% |
May 31, 2018 | 29.53% |
April 30, 2018 | 29.53% |
March 31, 2018 | 29.53% |
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
29.53%
Minimum
May 2017
46.17%
Maximum
Mar 2020
37.48%
Average
32.51%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.193 |
Beta (5Y) | 1.125 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.38% |
Historical Sharpe Ratio (5Y) | 0.6098 |
Historical Sortino (5Y) | 0.6929 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.51% |