Invesco KBW Bank ETF (KBWB)
41.77
+0.56 (+1.36%)
USD |
NASDAQ |
Mar 29, 15:07
KBWB Max Drawdown (5Y): 50.23% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| January 31, 2020 | 29.41% |
| December 31, 2019 | 29.41% |
| November 30, 2019 | 29.41% |
| October 31, 2019 | 29.41% |
| September 30, 2019 | 29.41% |
| August 31, 2019 | 29.41% |
| July 31, 2019 | 29.41% |
| June 30, 2019 | 29.41% |
| May 31, 2019 | 29.41% |
| April 30, 2019 | 29.41% |
| March 31, 2019 | 29.41% |
| February 28, 2019 | 29.41% |
| January 31, 2019 | 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
29.08%
Minimum
Mar 2018
50.23%
Maximum
Mar 2020
41.85%
Average
50.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Financial Select Sector SPDR® ETF | 42.83% |
| iShares MSCI Europe Financials ETF | 53.26% |
| iShares US Financial Services ETF | 44.32% |
| Vanguard Financials ETF | 44.44% |
| Fidelity® MSCI Financials ETF | 44.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.477 |
| Beta (5Y) | 1.297 |
| Alpha (vs YCharts Benchmark) (5Y) | -6.028 |
| Beta (vs YCharts Benchmark) (5Y) | 1.210 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.19% |
| Historical Sharpe Ratio (5Y) | 0.1696 |
| Historical Sortino (5Y) | 0.2101 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.06% |