Invesco CurrencyShares® Euro Currency (FXE)
99.33
+0.35
(+0.36%)
USD |
NYSEARCA |
May 03, 16:00
99.34
+0.01
(+0.01%)
After-Hours: 20:00
FXE Max Drawdown (5Y): 26.46% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 26.46% |
| March 31, 2024 | 26.46% |
| February 29, 2024 | 26.46% |
| January 31, 2024 | 26.46% |
| December 31, 2023 | 26.46% |
| November 30, 2023 | 26.46% |
| October 31, 2023 | 26.46% |
| September 30, 2023 | 26.46% |
| August 31, 2023 | 26.46% |
| July 31, 2023 | 26.46% |
| June 30, 2023 | 26.46% |
| May 31, 2023 | 26.46% |
| April 30, 2023 | 26.46% |
| March 31, 2023 | 26.46% |
| February 28, 2023 | 26.46% |
| January 31, 2023 | 26.46% |
| December 31, 2022 | 26.46% |
| November 30, 2022 | 26.46% |
| October 31, 2022 | 26.46% |
| September 30, 2022 | 26.46% |
| August 31, 2022 | 23.77% |
| July 31, 2022 | 23.13% |
| June 30, 2022 | 21.91% |
| May 31, 2022 | 21.91% |
| April 30, 2022 | 21.91% |
| Date | Value |
|---|---|
| March 31, 2022 | 21.91% |
| February 28, 2022 | 23.56% |
| January 31, 2022 | 25.42% |
| December 31, 2021 | 25.71% |
| November 30, 2021 | 25.97% |
| October 31, 2021 | 26.67% |
| September 30, 2021 | 26.67% |
| August 31, 2021 | 26.67% |
| July 31, 2021 | 26.67% |
| June 30, 2021 | 26.67% |
| May 31, 2021 | 26.67% |
| April 30, 2021 | 26.67% |
| March 31, 2021 | 26.67% |
| February 28, 2021 | 26.67% |
| January 31, 2021 | 26.67% |
| December 31, 2020 | 26.67% |
| November 30, 2020 | 27.93% |
| October 31, 2020 | 28.63% |
| September 30, 2020 | 28.63% |
| August 31, 2020 | 29.82% |
| July 31, 2020 | 29.82% |
| June 30, 2020 | 29.82% |
| May 31, 2020 | 29.82% |
| April 30, 2020 | 29.82% |
| March 31, 2020 | 29.82% |
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
21.91%
Minimum
Mar 2022
30.10%
Maximum
May 2019
27.04%
Average
26.56%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.805 |
| Beta (5Y) | 0.6257 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.500 |
| Beta (vs YCharts Benchmark) (5Y) | -1.017 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.06% |
| Historical Sharpe Ratio (5Y) | -0.4513 |
| Historical Sortino (5Y) | -0.8304 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.04% |