Invesco KBW Property & Casualty Insurance ETF (KBWP)

116.97 +0.54 (+0.46%) USD  |  NASDAQ  |  Dec 26, 16:00
116.75 -0.22 (-0.19%) After-Hours: 20:00
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KBWP Max Drawdown (5Y): 39.74% 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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First Trust NASDAQ ABA Community Bank Index Fund 49.30%
iShares US Insurance ETF 44.96%
SPDR S&P Capital Markets ETF 40.75%
SPDR S&P Insurance ETF 44.30%
Invesco S&P 500 Eql Wght Financials ETF 44.77%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 5.231
Beta (5Y) 0.7053
Alpha (vs YCharts Benchmark) (5Y) 4.673
Beta (vs YCharts Benchmark) (5Y) 0.6957
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 21.57%
Historical Sharpe Ratio (5Y) 0.5696
Historical Sortino (5Y) 0.6022
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.27%