Invesco KBW Premium Yield Eq REIT ETF (KBWY)
21.39
-0.34 (-1.56%)
USD |
Feb 26, 20:00
KBWY Max Drawdown (5Y): 57.65% for Jan. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
January 31, 2021 | 57.65% |
December 31, 2020 | 57.65% |
November 30, 2020 | 57.65% |
October 31, 2020 | 57.65% |
September 30, 2020 | 57.65% |
August 31, 2020 | 57.65% |
July 31, 2020 | 57.65% |
June 30, 2020 | 57.65% |
May 31, 2020 | 57.65% |
April 30, 2020 | 57.65% |
March 31, 2020 | 57.65% |
February 29, 2020 | 26.41% |
January 31, 2020 | 26.41% |
December 31, 2019 | 26.41% |
November 30, 2019 | 26.41% |
October 31, 2019 | 26.41% |
September 30, 2019 | 26.41% |
August 31, 2019 | 26.41% |
July 31, 2019 | 26.41% |
June 30, 2019 | 26.41% |
May 31, 2019 | 26.41% |
April 30, 2019 | 26.41% |
March 31, 2019 | 26.41% |
February 28, 2019 | 26.41% |
January 31, 2019 | 26.41% |
Date | Value |
---|---|
December 31, 2018 | 26.41% |
November 30, 2018 | 25.64% |
October 31, 2018 | 25.64% |
September 30, 2018 | 25.64% |
August 31, 2018 | 25.64% |
July 31, 2018 | 25.64% |
June 30, 2018 | 25.64% |
May 31, 2018 | 25.64% |
April 30, 2018 | 25.64% |
March 31, 2018 | 25.64% |
February 28, 2018 | 25.64% |
January 31, 2018 | 25.64% |
December 31, 2017 | 25.64% |
November 30, 2017 | 25.64% |
October 31, 2017 | 25.64% |
September 30, 2017 | 25.64% |
August 31, 2017 | 25.64% |
July 31, 2017 | 25.64% |
June 30, 2017 | 25.64% |
May 31, 2017 | 25.64% |
April 30, 2017 | 25.64% |
March 31, 2017 | 25.64% |
February 28, 2017 | 25.64% |
January 31, 2017 | 25.64% |
December 31, 2016 | 25.64% |
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
25.64%
Minimum
Feb 2016
57.65%
Maximum
Mar 2020
31.70%
Average
25.64%
Median
Feb 2016
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.26 |
Beta (5Y) | 1.394 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.41% |
Historical Sharpe Ratio (5Y) | 0.1334 |
Historical Sortino (5Y) | 0.139 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.72% |