Invesco Next Gen Connectivity ETF (KNCT)
88.24
-0.64
(-0.72%)
USD |
NYSEARCA |
May 01, 16:00
KNCT Max Drawdown (5Y): 34.55% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 34.55% |
March 31, 2024 | 34.55% |
February 29, 2024 | 34.55% |
January 31, 2024 | 34.55% |
December 31, 2023 | 34.55% |
November 30, 2023 | 34.55% |
October 31, 2023 | 34.55% |
September 30, 2023 | 34.55% |
August 31, 2023 | 34.55% |
July 31, 2023 | 34.55% |
June 30, 2023 | 34.55% |
May 31, 2023 | 34.55% |
April 30, 2023 | 34.55% |
March 31, 2023 | 34.55% |
February 28, 2023 | 34.55% |
January 31, 2023 | 34.55% |
December 31, 2022 | 34.55% |
November 30, 2022 | 34.55% |
October 31, 2022 | 34.55% |
September 30, 2022 | 34.55% |
August 31, 2022 | 34.55% |
July 31, 2022 | 34.55% |
June 30, 2022 | 34.55% |
May 31, 2022 | 31.71% |
April 30, 2022 | 31.71% |
Date | Value |
---|---|
March 31, 2022 | 31.71% |
February 28, 2022 | 31.71% |
January 31, 2022 | 31.71% |
December 31, 2021 | 31.71% |
November 30, 2021 | 31.71% |
October 31, 2021 | 31.71% |
September 30, 2021 | 31.71% |
August 31, 2021 | 31.71% |
July 31, 2021 | 31.71% |
June 30, 2021 | 31.71% |
May 31, 2021 | 31.71% |
April 30, 2021 | 31.71% |
March 31, 2021 | 31.71% |
February 28, 2021 | 31.71% |
January 31, 2021 | 31.71% |
December 31, 2020 | 31.71% |
November 30, 2020 | 31.71% |
October 31, 2020 | 31.71% |
September 30, 2020 | 31.71% |
August 31, 2020 | 31.71% |
July 31, 2020 | 31.71% |
June 30, 2020 | 31.71% |
May 31, 2020 | 31.71% |
April 30, 2020 | 31.71% |
March 31, 2020 | 31.71% |
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
30.00%
Minimum
May 2019
34.55%
Maximum
Jun 2022
32.51%
Average
31.71%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.312 |
Beta (5Y) | 0.9785 |
Alpha (vs YCharts Benchmark) (5Y) | -10.30 |
Beta (vs YCharts Benchmark) (5Y) | 0.8128 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.62% |
Historical Sharpe Ratio (5Y) | 0.2504 |
Historical Sortino (5Y) | 0.3395 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.36% |