Invesco AI and Next Gen Software ETF (IGPT)
41.93
+0.36
(+0.87%)
USD |
NYSEARCA |
May 02, 14:05
IGPT Max Drawdown (5Y): 50.08% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 50.08% |
| March 31, 2024 | 50.08% |
| February 29, 2024 | 50.08% |
| January 31, 2024 | 50.08% |
| December 31, 2023 | 50.08% |
| November 30, 2023 | 50.08% |
| October 31, 2023 | 50.08% |
| September 30, 2023 | 50.08% |
| August 31, 2023 | 50.08% |
| July 31, 2023 | 50.08% |
| June 30, 2023 | 50.08% |
| May 31, 2023 | 50.08% |
| April 30, 2023 | 50.08% |
| March 31, 2023 | 50.08% |
| February 28, 2023 | 50.08% |
| January 31, 2023 | 50.08% |
| December 31, 2022 | 50.08% |
| November 30, 2022 | 50.08% |
| October 31, 2022 | 50.08% |
| September 30, 2022 | 50.08% |
| August 31, 2022 | 50.08% |
| July 31, 2022 | 50.08% |
| June 30, 2022 | 50.08% |
| May 31, 2022 | 48.82% |
| April 30, 2022 | 43.27% |
| Date | Value |
|---|---|
| March 31, 2022 | 42.56% |
| February 28, 2022 | 41.79% |
| January 31, 2022 | 41.79% |
| December 31, 2021 | 30.69% |
| November 30, 2021 | 30.69% |
| October 31, 2021 | 30.69% |
| September 30, 2021 | 30.69% |
| August 31, 2021 | 30.69% |
| July 31, 2021 | 30.69% |
| June 30, 2021 | 30.69% |
| May 31, 2021 | 30.69% |
| April 30, 2021 | 30.69% |
| March 31, 2021 | 30.69% |
| February 28, 2021 | 30.69% |
| January 31, 2021 | 30.69% |
| December 31, 2020 | 30.69% |
| November 30, 2020 | 30.69% |
| October 31, 2020 | 30.69% |
| September 30, 2020 | 30.69% |
| August 31, 2020 | 30.69% |
| July 31, 2020 | 30.69% |
| June 30, 2020 | 30.69% |
| May 31, 2020 | 30.69% |
| April 30, 2020 | 30.69% |
| March 31, 2020 | 30.69% |
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
23.00%
Minimum
May 2019
50.08%
Maximum
Jun 2022
37.92%
Average
30.69%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.374 |
| Beta (5Y) | 1.015 |
| Alpha (vs YCharts Benchmark) (5Y) | -11.36 |
| Beta (vs YCharts Benchmark) (5Y) | 0.828 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.37% |
| Historical Sharpe Ratio (5Y) | 0.1956 |
| Historical Sortino (5Y) | 0.2999 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.69% |