Invesco KBW Bank ETF (KBWB)

66.34 +0.16 (+0.24%) USD  |  NASDAQ  |  Dec 26, 16:00
66.40 +0.06 (+0.08%) After-Hours: 20:00
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KBWB Max Drawdown (5Y): 50.23% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Financial Select Sector SPDR Fund 42.83%
iShares US Financial Services ETF 44.32%
Vanguard Financials Index Fund ETF 44.44%
Fidelity MSCI Financials Index ETF 44.36%
iShares US Financials ETF 42.57%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.990
Beta (5Y) 1.244
Alpha (vs YCharts Benchmark) (5Y) -8.486
Beta (vs YCharts Benchmark) (5Y) 1.274
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 33.10%
Historical Sharpe Ratio (5Y) 0.1649
Historical Sortino (5Y) 0.1973
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.03%