Invesco S&P International Dev Momt ETF (IDMO)
41.28
-0.32
(-0.77%)
USD |
NYSEARCA |
Nov 15, 16:00
41.30
+0.02
(+0.05%)
After-Hours: 20:00
IDMO Max Drawdown (5Y): 31.31% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 31.31% |
| September 30, 2024 | 31.31% |
| August 31, 2024 | 31.31% |
| July 31, 2024 | 31.31% |
| June 30, 2024 | 31.31% |
| May 31, 2024 | 31.31% |
| April 30, 2024 | 31.31% |
| March 31, 2024 | 31.31% |
| February 29, 2024 | 31.31% |
| January 31, 2024 | 31.31% |
| December 31, 2023 | 31.31% |
| November 30, 2023 | 31.31% |
| October 31, 2023 | 31.31% |
| September 30, 2023 | 31.31% |
| August 31, 2023 | 31.31% |
| July 31, 2023 | 31.31% |
| June 30, 2023 | 31.31% |
| May 31, 2023 | 31.31% |
| April 30, 2023 | 31.31% |
| March 31, 2023 | 31.31% |
| February 28, 2023 | 31.31% |
| January 31, 2023 | 31.31% |
| December 31, 2022 | 31.31% |
| November 30, 2022 | 31.31% |
| October 31, 2022 | 31.31% |
| Date | Value |
|---|---|
| September 30, 2022 | 31.31% |
| August 31, 2022 | 31.31% |
| July 31, 2022 | 31.31% |
| June 30, 2022 | 31.31% |
| May 31, 2022 | 31.31% |
| April 30, 2022 | 31.31% |
| March 31, 2022 | 31.31% |
| February 28, 2022 | 31.31% |
| January 31, 2022 | 31.31% |
| December 31, 2021 | 31.31% |
| November 30, 2021 | 31.31% |
| October 31, 2021 | 31.31% |
| September 30, 2021 | 31.31% |
| August 31, 2021 | 31.31% |
| July 31, 2021 | 31.31% |
| June 30, 2021 | 31.31% |
| May 31, 2021 | 31.31% |
| April 30, 2021 | 31.31% |
| March 31, 2021 | 31.31% |
| February 28, 2021 | 31.31% |
| January 31, 2021 | 31.31% |
| December 31, 2020 | 31.31% |
| November 30, 2020 | 39.35% |
| October 31, 2020 | 39.35% |
| September 30, 2020 | 39.35% |
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
31.31%
Minimum
Dec 2020
39.35%
Maximum
Nov 2019
33.05%
Average
31.31%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.515 |
| Beta (5Y) | 0.8581 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.6931 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8579 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.23% |
| Historical Sharpe Ratio (5Y) | 0.4913 |
| Historical Sortino (5Y) | 0.5989 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.13% |