Invesco Next Gen Media and Gaming ETF (GGME)
43.64
+0.24
(+0.56%)
USD |
NYSEARCA |
May 13, 13:53
GGME Max Drawdown (5Y): 46.35% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 46.35% |
March 31, 2024 | 46.35% |
February 29, 2024 | 46.35% |
January 31, 2024 | 46.35% |
December 31, 2023 | 46.35% |
November 30, 2023 | 46.35% |
October 31, 2023 | 46.35% |
September 30, 2023 | 46.35% |
August 31, 2023 | 46.35% |
July 31, 2023 | 46.35% |
June 30, 2023 | 46.35% |
May 31, 2023 | 46.35% |
April 30, 2023 | 46.35% |
March 31, 2023 | 46.35% |
February 28, 2023 | 46.35% |
January 31, 2023 | 46.35% |
December 31, 2022 | 46.35% |
November 30, 2022 | 46.35% |
October 31, 2022 | 45.28% |
September 30, 2022 | 45.28% |
August 31, 2022 | 42.62% |
July 31, 2022 | 42.62% |
June 30, 2022 | 42.00% |
May 31, 2022 | 40.62% |
April 30, 2022 | 40.62% |
Date | Value |
---|---|
March 31, 2022 | 40.62% |
February 28, 2022 | 40.62% |
January 31, 2022 | 40.62% |
December 31, 2021 | 40.62% |
November 30, 2021 | 40.62% |
October 31, 2021 | 40.62% |
September 30, 2021 | 40.62% |
August 31, 2021 | 40.62% |
July 31, 2021 | 40.62% |
June 30, 2021 | 40.62% |
May 31, 2021 | 40.62% |
April 30, 2021 | 40.62% |
March 31, 2021 | 40.62% |
February 28, 2021 | 40.62% |
January 31, 2021 | 40.62% |
December 31, 2020 | 40.62% |
November 30, 2020 | 40.62% |
October 31, 2020 | 40.62% |
September 30, 2020 | 40.62% |
August 31, 2020 | 40.62% |
July 31, 2020 | 40.62% |
June 30, 2020 | 40.62% |
May 31, 2020 | 40.62% |
April 30, 2020 | 40.62% |
March 31, 2020 | 40.62% |
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
23.15%
Minimum
May 2019
46.35%
Maximum
Nov 2022
39.67%
Average
40.62%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.751 |
Beta (5Y) | 1.323 |
Alpha (vs YCharts Benchmark) (5Y) | -16.44 |
Beta (vs YCharts Benchmark) (5Y) | 0.9432 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.64% |
Historical Sharpe Ratio (5Y) | 0.0828 |
Historical Sortino (5Y) | 0.1089 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.51% |