Invesco KBW Bank ETF (KBWB)
49.97
+0.39
(+0.79%)
USD |
NASDAQ |
Apr 17, 16:00
49.97
0.00 (0.00%)
After-Hours: 20:00
KBWB Max Drawdown (5Y): 50.23% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 50.23% |
| February 29, 2024 | 50.23% |
| January 31, 2024 | 50.23% |
| December 31, 2023 | 50.23% |
| November 30, 2023 | 50.23% |
| October 31, 2023 | 50.23% |
| September 30, 2023 | 50.23% |
| August 31, 2023 | 50.23% |
| July 31, 2023 | 50.23% |
| June 30, 2023 | 50.23% |
| May 31, 2023 | 50.23% |
| April 30, 2023 | 50.23% |
| March 31, 2023 | 50.23% |
| February 28, 2023 | 50.23% |
| January 31, 2023 | 50.23% |
| December 31, 2022 | 50.23% |
| November 30, 2022 | 50.23% |
| October 31, 2022 | 50.23% |
| September 30, 2022 | 50.23% |
| August 31, 2022 | 50.23% |
| July 31, 2022 | 50.23% |
| June 30, 2022 | 50.23% |
| May 31, 2022 | 50.23% |
| April 30, 2022 | 50.23% |
| March 31, 2022 | 50.23% |
| Date | Value |
|---|---|
| February 28, 2022 | 50.23% |
| January 31, 2022 | 50.23% |
| December 31, 2021 | 50.23% |
| November 30, 2021 | 50.23% |
| October 31, 2021 | 50.23% |
| September 30, 2021 | 50.23% |
| August 31, 2021 | 50.23% |
| July 31, 2021 | 50.23% |
| June 30, 2021 | 50.23% |
| May 31, 2021 | 50.23% |
| April 30, 2021 | 50.23% |
| March 31, 2021 | 50.23% |
| February 28, 2021 | 50.23% |
| January 31, 2021 | 50.23% |
| December 31, 2020 | 50.23% |
| November 30, 2020 | 50.23% |
| October 31, 2020 | 50.23% |
| September 30, 2020 | 50.23% |
| August 31, 2020 | 50.23% |
| July 31, 2020 | 50.23% |
| June 30, 2020 | 50.23% |
| May 31, 2020 | 50.23% |
| April 30, 2020 | 50.23% |
| March 31, 2020 | 50.23% |
| February 29, 2020 | 29.41% |
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
29.41%
Minimum
Apr 2019
50.23%
Maximum
Mar 2020
46.41%
Average
50.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.599 |
| Beta (5Y) | 1.285 |
| Alpha (vs YCharts Benchmark) (5Y) | -9.846 |
| Beta (vs YCharts Benchmark) (5Y) | 1.281 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.01% |
| Historical Sharpe Ratio (5Y) | 0.1014 |
| Historical Sortino (5Y) | 0.1235 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.03% |