Invesco S&P Intl Dev Low Vol ETF (IDLV)
28.13
-0.07
(-0.25%)
USD |
NYSEARCA |
Mar 28, 11:42
IDLV Max Drawdown (5Y): 34.63% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 34.63% |
January 31, 2024 | 34.63% |
December 31, 2023 | 34.63% |
November 30, 2023 | 34.63% |
October 31, 2023 | 34.63% |
September 30, 2023 | 34.63% |
August 31, 2023 | 34.63% |
July 31, 2023 | 34.63% |
June 30, 2023 | 34.63% |
May 31, 2023 | 34.63% |
April 30, 2023 | 34.63% |
March 31, 2023 | 34.63% |
February 28, 2023 | 34.63% |
January 31, 2023 | 34.63% |
December 31, 2022 | 34.63% |
November 30, 2022 | 34.63% |
October 31, 2022 | 34.63% |
September 30, 2022 | 34.63% |
August 31, 2022 | 34.63% |
July 31, 2022 | 34.63% |
June 30, 2022 | 34.63% |
May 31, 2022 | 34.63% |
April 30, 2022 | 34.63% |
March 31, 2022 | 34.63% |
February 28, 2022 | 34.63% |
Date | Value |
---|---|
January 31, 2022 | 34.63% |
December 31, 2021 | 34.63% |
November 30, 2021 | 34.63% |
October 31, 2021 | 34.63% |
September 30, 2021 | 34.63% |
August 31, 2021 | 34.63% |
July 31, 2021 | 34.63% |
June 30, 2021 | 34.63% |
May 31, 2021 | 34.63% |
April 30, 2021 | 34.63% |
March 31, 2021 | 34.63% |
February 28, 2021 | 34.63% |
January 31, 2021 | 34.63% |
December 31, 2020 | 34.63% |
November 30, 2020 | 34.63% |
October 31, 2020 | 34.63% |
September 30, 2020 | 34.63% |
August 31, 2020 | 34.63% |
July 31, 2020 | 34.63% |
June 30, 2020 | 34.63% |
May 31, 2020 | 34.63% |
April 30, 2020 | 34.63% |
March 31, 2020 | 34.63% |
February 29, 2020 | 18.79% |
January 31, 2020 | 18.79% |
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
18.79%
Minimum
Mar 2019
34.63%
Maximum
Mar 2020
31.46%
Average
34.63%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.636 |
Beta (5Y) | 0.6937 |
Alpha (vs YCharts Benchmark) (5Y) | -3.990 |
Beta (vs YCharts Benchmark) (5Y) | 0.6943 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.77% |
Historical Sharpe Ratio (5Y) | -0.0158 |
Historical Sortino (5Y) | -0.015 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.43% |