OMFL Max Drawdown (Since Inception) Insights

Invesco Russell 1000 Dynamic Multifactor ETF (OMFL)

56.56 +0.36 (+0.65%) USD | BATS | Dec 16, 16:00

56.56 0.00 (0.00%) After-Hours: 16:05

Max Drawdown (Since Inception) Chart

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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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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 (Since Inception) Range, Past 5 Years

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Maximum

Average

Median

Max Drawdown (Since Inception) Benchmarks

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iShares Russell Top 200 ETF	Upgrade
iShares MSCI KLD 400 Social ETF	Upgrade
iShares Russell 1000 ETF	Upgrade
iShares Dow Jones US ETF	Upgrade
iShares Morningstar US Equity ETF	Upgrade

Max Drawdown (Since Inception) Related Metrics

Alpha (Since Inception)	Upgrade
Beta (Since Inception)	Upgrade
Alpha (vs YCharts Benchmark) (Since Inception)	Upgrade
Beta (vs YCharts Benchmark) (Since Inception)	Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception)	Upgrade
Historical Sharpe Ratio (Since Inception)	Upgrade
Historical Sortino (Since Inception)	Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception)	Upgrade