Invesco Equal Weight 0-30 Years Trs ETF (GOVI)
27.52
-0.13
(-0.47%)
USD |
NASDAQ |
May 17, 16:00
27.53
+0.01
(+0.04%)
After-Hours: 20:00
GOVI Max Drawdown (5Y): 32.70% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 32.70% |
| March 31, 2024 | 32.70% |
| February 29, 2024 | 32.70% |
| January 31, 2024 | 32.70% |
| December 31, 2023 | 32.70% |
| November 30, 2023 | 32.70% |
| October 31, 2023 | 32.70% |
| September 30, 2023 | 30.19% |
| August 31, 2023 | 30.06% |
| July 31, 2023 | 30.06% |
| June 30, 2023 | 30.06% |
| May 31, 2023 | 30.06% |
| April 30, 2023 | 30.06% |
| March 31, 2023 | 30.06% |
| February 28, 2023 | 30.06% |
| January 31, 2023 | 30.06% |
| December 31, 2022 | 30.06% |
| November 30, 2022 | 30.06% |
| October 31, 2022 | 30.06% |
| September 30, 2022 | 27.26% |
| August 31, 2022 | 24.07% |
| July 31, 2022 | 24.07% |
| June 30, 2022 | 24.07% |
| May 31, 2022 | 21.86% |
| April 30, 2022 | 19.99% |
| Date | Value |
|---|---|
| March 31, 2022 | 16.16% |
| February 28, 2022 | 13.13% |
| January 31, 2022 | 13.00% |
| December 31, 2021 | 13.00% |
| November 30, 2021 | 13.00% |
| October 31, 2021 | 13.00% |
| September 30, 2021 | 13.00% |
| August 31, 2021 | 13.00% |
| July 31, 2021 | 13.00% |
| June 30, 2021 | 13.00% |
| May 31, 2021 | 13.00% |
| April 30, 2021 | 13.00% |
| March 31, 2021 | 13.00% |
| February 28, 2021 | 11.33% |
| January 31, 2021 | 11.22% |
| December 31, 2020 | 11.22% |
| November 30, 2020 | 11.22% |
| October 31, 2020 | 11.22% |
| September 30, 2020 | 11.22% |
| August 31, 2020 | 11.22% |
| July 31, 2020 | 11.22% |
| June 30, 2020 | 11.22% |
| May 31, 2020 | 11.22% |
| April 30, 2020 | 11.22% |
| March 31, 2020 | 11.22% |
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
11.22%
Minimum
May 2019
32.70%
Maximum
Oct 2023
19.17%
Average
13.00%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.6479 |
| Beta (5Y) | 1.513 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.6479 |
| Beta (vs YCharts Benchmark) (5Y) | 1.513 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 10.25% |
| Historical Sharpe Ratio (5Y) | -0.3882 |
| Historical Sortino (5Y) | -0.6975 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.73% |