Invesco KBW Bank ETF (KBWB)
68.99
+0.31
(+0.45%)
USD |
NASDAQ |
Nov 15, 11:47
KBWB Max Drawdown (5Y): 50.23% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 50.23% |
| September 30, 2024 | 50.23% |
| August 31, 2024 | 50.23% |
| July 31, 2024 | 50.23% |
| June 30, 2024 | 50.23% |
| May 31, 2024 | 50.23% |
| April 30, 2024 | 50.23% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
50.23%
Maximum
Mar 2020
48.84%
Average
50.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| The Financial Select Sector SPDR® ETF | 42.83% |
| iShares US Financial Services ETF | 44.32% |
| Vanguard Financials ETF | 44.44% |
| Fidelity MSCI Financials ETF | 44.36% |
| iShares US Financials ETF | 42.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.835 |
| Beta (5Y) | 1.228 |
| Alpha (vs YCharts Benchmark) (5Y) | -8.433 |
| Beta (vs YCharts Benchmark) (5Y) | 1.271 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.75% |
| Historical Sharpe Ratio (5Y) | 0.1233 |
| Historical Sortino (5Y) | 0.1474 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.03% |