Invesco Ltd (IVZ)

17.33 +0.55 (+3.28%) USD  |  NYSE  |  Dec 20, 16:00
17.32 -0.01 (-0.06%) After-Hours: 20:00
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Invesco Max Drawdown (5Y): 79.73% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Artisan Partners Asset Management Inc 51.05%
KKR & Co Inc 47.92%
Ameriprise Financial Inc 53.88%
Diamond Hill Investment Group Inc 57.66%
Oaktree Specialty Lending Corp 57.20%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -16.31
Beta (5Y) 1.433
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 46.60%
Historical Sharpe Ratio (5Y) 0.0607
Historical Sortino (5Y) 0.0954
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.03%