Invesco Next Gen Media and Gaming ETF (GGME)
51.27
-0.07
(-0.14%)
USD |
NYSEARCA |
Nov 13, 16:00
51.39
+0.12
(+0.24%)
After-Hours: 20:00
GGME Max Drawdown (5Y): 46.35% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 46.35% |
| September 30, 2024 | 46.35% |
| August 31, 2024 | 46.35% |
| July 31, 2024 | 46.35% |
| June 30, 2024 | 46.35% |
| May 31, 2024 | 46.35% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
46.35%
Maximum
Nov 2022
41.99%
Average
40.62%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.267 |
| Beta (5Y) | 1.342 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.2035 |
| Beta (vs YCharts Benchmark) (5Y) | 1.040 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.90% |
| Historical Sharpe Ratio (5Y) | 0.2665 |
| Historical Sortino (5Y) | 0.3493 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.57% |