Invesco KBW High Dividend Yld Fincl ETF (KBWD)
14.92
+0.21
(+1.43%)
USD |
NASDAQ |
Apr 19, 16:00
14.92
0.00 (0.00%)
After-Hours: 20:00
KBWD Max Drawdown (5Y): 58.56% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 58.56% |
| February 29, 2024 | 58.56% |
| January 31, 2024 | 58.56% |
| December 31, 2023 | 58.56% |
| November 30, 2023 | 58.56% |
| October 31, 2023 | 58.56% |
| September 30, 2023 | 58.56% |
| August 31, 2023 | 58.56% |
| July 31, 2023 | 58.56% |
| June 30, 2023 | 58.56% |
| May 31, 2023 | 58.56% |
| April 30, 2023 | 58.56% |
| March 31, 2023 | 58.56% |
| February 28, 2023 | 58.56% |
| January 31, 2023 | 58.56% |
| December 31, 2022 | 58.56% |
| November 30, 2022 | 58.56% |
| October 31, 2022 | 58.56% |
| September 30, 2022 | 58.56% |
| August 31, 2022 | 58.56% |
| July 31, 2022 | 58.56% |
| June 30, 2022 | 58.56% |
| May 31, 2022 | 58.56% |
| April 30, 2022 | 58.56% |
| March 31, 2022 | 58.56% |
| Date | Value |
|---|---|
| February 28, 2022 | 58.56% |
| January 31, 2022 | 58.56% |
| December 31, 2021 | 58.56% |
| November 30, 2021 | 58.56% |
| October 31, 2021 | 58.56% |
| September 30, 2021 | 58.56% |
| August 31, 2021 | 58.56% |
| July 31, 2021 | 58.56% |
| June 30, 2021 | 58.56% |
| May 31, 2021 | 58.56% |
| April 30, 2021 | 58.56% |
| March 31, 2021 | 58.56% |
| February 28, 2021 | 58.56% |
| January 31, 2021 | 58.56% |
| December 31, 2020 | 58.56% |
| November 30, 2020 | 58.56% |
| October 31, 2020 | 58.56% |
| September 30, 2020 | 58.56% |
| August 31, 2020 | 58.56% |
| July 31, 2020 | 58.56% |
| June 30, 2020 | 58.56% |
| May 31, 2020 | 58.56% |
| April 30, 2020 | 58.56% |
| March 31, 2020 | 56.34% |
| February 29, 2020 | 29.10% |
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
29.10%
Minimum
Apr 2019
58.56%
Maximum
Apr 2020
53.12%
Average
58.56%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| First Trust NASDAQ® ABA Community Bk ETF | 49.30% |
| SPDR® S&P Bank ETF | 53.11% |
| SPDR® S&P Regional Banking ETF | 54.98% |
| Invesco S&P SmallCap Financials ETF | 45.39% |
| Invesco KBW Regional Banking ETF | 52.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.96 |
| Beta (5Y) | 1.517 |
| Alpha (vs YCharts Benchmark) (5Y) | -11.58 |
| Beta (vs YCharts Benchmark) (5Y) | 1.253 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.20% |
| Historical Sharpe Ratio (5Y) | 0.0412 |
| Historical Sortino (5Y) | 0.0411 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.44% |