Invesco CurrencyShares® Swiss Franc (FXF)
97.30
-0.32
(-0.33%)
USD |
NYSEARCA |
Apr 24, 16:00
97.30
0.00 (0.00%)
After-Hours: 18:38
FXF Max Drawdown (5Y): 18.73% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 18.73% |
| February 29, 2024 | 20.03% |
| January 31, 2024 | 20.06% |
| December 31, 2023 | 20.06% |
| November 30, 2023 | 20.06% |
| October 31, 2023 | 20.06% |
| September 30, 2023 | 20.06% |
| August 31, 2023 | 20.06% |
| July 31, 2023 | 20.06% |
| June 30, 2023 | 20.06% |
| May 31, 2023 | 20.06% |
| April 30, 2023 | 20.06% |
| March 31, 2023 | 20.06% |
| February 28, 2023 | 20.06% |
| January 31, 2023 | 20.06% |
| December 31, 2022 | 20.06% |
| November 30, 2022 | 20.06% |
| October 31, 2022 | 20.06% |
| September 30, 2022 | 20.06% |
| August 31, 2022 | 20.06% |
| July 31, 2022 | 20.06% |
| June 30, 2022 | 20.06% |
| May 31, 2022 | 20.06% |
| April 30, 2022 | 20.06% |
| March 31, 2022 | 20.06% |
| Date | Value |
|---|---|
| February 28, 2022 | 20.06% |
| January 31, 2022 | 20.06% |
| December 31, 2021 | 20.06% |
| November 30, 2021 | 20.06% |
| October 31, 2021 | 20.06% |
| September 30, 2021 | 20.06% |
| August 31, 2021 | 20.06% |
| July 31, 2021 | 20.06% |
| June 30, 2021 | 20.06% |
| May 31, 2021 | 20.06% |
| April 30, 2021 | 20.06% |
| March 31, 2021 | 29.12% |
| February 28, 2021 | 29.38% |
| January 31, 2021 | 29.38% |
| December 31, 2020 | 29.38% |
| November 30, 2020 | 30.82% |
| October 31, 2020 | 31.15% |
| September 30, 2020 | 31.15% |
| August 31, 2020 | 31.34% |
| July 31, 2020 | 31.34% |
| June 30, 2020 | 31.34% |
| May 31, 2020 | 31.34% |
| April 30, 2020 | 31.34% |
| March 31, 2020 | 31.34% |
| February 29, 2020 | 31.34% |
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
18.73%
Minimum
Mar 2024
31.34%
Maximum
Apr 2019
24.40%
Average
20.06%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.4419 |
| Beta (5Y) | 0.8111 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.426 |
| Beta (vs YCharts Benchmark) (5Y) | -0.9993 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.02% |
| Historical Sharpe Ratio (5Y) | -0.1259 |
| Historical Sortino (5Y) | -0.2099 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.07% |