Invesco CcyShrs® British Pound Stlg (FXB)
120.00
+0.18
(+0.15%)
USD |
NYSEARCA |
Apr 24, 16:00
120.01
+0.01
(+0.01%)
After-Hours: 20:00
FXB Max Drawdown (5Y): 28.63% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 28.63% |
| February 29, 2024 | 28.63% |
| January 31, 2024 | 28.63% |
| December 31, 2023 | 28.63% |
| November 30, 2023 | 28.63% |
| October 31, 2023 | 28.63% |
| September 30, 2023 | 28.63% |
| August 31, 2023 | 28.63% |
| July 31, 2023 | 28.63% |
| June 30, 2023 | 28.63% |
| May 31, 2023 | 28.63% |
| April 30, 2023 | 28.63% |
| March 31, 2023 | 28.63% |
| February 28, 2023 | 28.63% |
| January 31, 2023 | 28.63% |
| December 31, 2022 | 28.63% |
| November 30, 2022 | 28.63% |
| October 31, 2022 | 28.63% |
| September 30, 2022 | 28.63% |
| August 31, 2022 | 28.63% |
| July 31, 2022 | 28.63% |
| June 30, 2022 | 28.63% |
| May 31, 2022 | 28.63% |
| April 30, 2022 | 28.63% |
| March 31, 2022 | 28.63% |
| Date | Value |
|---|---|
| February 28, 2022 | 28.63% |
| January 31, 2022 | 28.63% |
| December 31, 2021 | 29.83% |
| November 30, 2021 | 29.83% |
| October 31, 2021 | 29.83% |
| September 30, 2021 | 29.83% |
| August 31, 2021 | 29.83% |
| July 31, 2021 | 29.85% |
| June 30, 2021 | 29.85% |
| May 31, 2021 | 29.85% |
| April 30, 2021 | 29.85% |
| March 31, 2021 | 29.85% |
| February 28, 2021 | 29.85% |
| January 31, 2021 | 29.85% |
| December 31, 2020 | 29.85% |
| November 30, 2020 | 29.85% |
| October 31, 2020 | 29.85% |
| September 30, 2020 | 29.85% |
| August 31, 2020 | 29.85% |
| July 31, 2020 | 29.85% |
| June 30, 2020 | 29.85% |
| May 31, 2020 | 29.85% |
| April 30, 2020 | 29.85% |
| March 31, 2020 | 29.85% |
| February 29, 2020 | 29.85% |
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
28.63%
Minimum
Jan 2022
29.85%
Maximum
Apr 2019
29.30%
Average
29.83%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.8521 |
| Beta (5Y) | 0.7041 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.585 |
| Beta (vs YCharts Benchmark) (5Y) | -1.072 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 8.91% |
| Historical Sharpe Ratio (5Y) | -0.2247 |
| Historical Sortino (5Y) | -0.3342 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.09% |