Invesco Ltd (IVZ)
17.68
+0.27
(+1.55%)
USD |
NYSE |
Nov 21, 16:00
17.68
0.00 (0.00%)
Pre-Market: 20:00
Invesco Max Drawdown (5Y): 79.73% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 79.73% |
| September 30, 2024 | 79.73% |
| August 31, 2024 | 79.73% |
| July 31, 2024 | 79.73% |
| June 30, 2024 | 79.73% |
| May 31, 2024 | 79.73% |
| April 30, 2024 | 79.73% |
| March 31, 2024 | 79.73% |
| February 29, 2024 | 79.73% |
| January 31, 2024 | 79.73% |
| December 31, 2023 | 79.73% |
| November 30, 2023 | 79.73% |
| October 31, 2023 | 79.73% |
| September 30, 2023 | 79.73% |
| August 31, 2023 | 79.73% |
| July 31, 2023 | 79.73% |
| June 30, 2023 | 79.73% |
| May 31, 2023 | 79.73% |
| April 30, 2023 | 79.73% |
| March 31, 2023 | 79.73% |
| February 28, 2023 | 79.73% |
| January 31, 2023 | 79.73% |
| December 31, 2022 | 79.73% |
| November 30, 2022 | 79.73% |
| October 31, 2022 | 79.73% |
| Date | Value |
|---|---|
| September 30, 2022 | 79.73% |
| August 31, 2022 | 79.73% |
| July 31, 2022 | 79.73% |
| June 30, 2022 | 79.73% |
| May 31, 2022 | 79.73% |
| April 30, 2022 | 79.73% |
| March 31, 2022 | 79.73% |
| February 28, 2022 | 79.73% |
| January 31, 2022 | 79.73% |
| December 31, 2021 | 79.73% |
| November 30, 2021 | 79.73% |
| October 31, 2021 | 79.73% |
| September 30, 2021 | 79.73% |
| August 31, 2021 | 79.73% |
| July 31, 2021 | 79.73% |
| June 30, 2021 | 79.73% |
| May 31, 2021 | 79.73% |
| April 30, 2021 | 79.73% |
| March 31, 2021 | 79.73% |
| February 28, 2021 | 79.73% |
| January 31, 2021 | 79.73% |
| December 31, 2020 | 79.73% |
| November 30, 2020 | 79.73% |
| October 31, 2020 | 79.73% |
| September 30, 2020 | 79.73% |
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
57.17%
Minimum
Nov 2019
79.73%
Maximum
May 2020
78.17%
Average
79.73%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| KKR & Co Inc | 47.92% |
| Ameriprise Financial Inc | 53.88% |
| Diamond Hill Investment Group Inc | 57.66% |
| Oaktree Specialty Lending Corp | 57.20% |
| MidCap Financial Investment Corp | 67.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.59 |
| Beta (5Y) | 1.441 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.60% |
| Historical Sharpe Ratio (5Y) | 0.0647 |
| Historical Sortino (5Y) | 0.1014 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.03% |