Invesco Global Clean Energy ETF (PBD)
12.21
-0.07
(-0.57%)
USD |
NYSEARCA |
Nov 26, 10:32
PBD Max Drawdown (5Y): 66.82% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 66.82% |
| September 30, 2024 | 66.82% |
| August 31, 2024 | 66.74% |
| July 31, 2024 | 65.91% |
| June 30, 2024 | 65.91% |
| May 31, 2024 | 65.91% |
| April 30, 2024 | 65.91% |
| March 31, 2024 | 65.91% |
| February 29, 2024 | 65.91% |
| January 31, 2024 | 65.91% |
| December 31, 2023 | 65.91% |
| November 30, 2023 | 65.91% |
| October 31, 2023 | 65.91% |
| September 30, 2023 | 60.81% |
| August 31, 2023 | 57.14% |
| July 31, 2023 | 55.86% |
| June 30, 2023 | 55.86% |
| May 31, 2023 | 55.86% |
| April 30, 2023 | 55.86% |
| March 31, 2023 | 55.86% |
| February 28, 2023 | 55.86% |
| January 31, 2023 | 55.86% |
| December 31, 2022 | 55.86% |
| November 30, 2022 | 55.86% |
| October 31, 2022 | 55.86% |
| Date | Value |
|---|---|
| September 30, 2022 | 53.30% |
| August 31, 2022 | 53.30% |
| July 31, 2022 | 53.30% |
| June 30, 2022 | 53.30% |
| May 31, 2022 | 53.30% |
| April 30, 2022 | 49.15% |
| March 31, 2022 | 49.15% |
| February 28, 2022 | 49.15% |
| January 31, 2022 | 48.60% |
| December 31, 2021 | 40.65% |
| November 30, 2021 | 40.65% |
| October 31, 2021 | 40.65% |
| September 30, 2021 | 40.65% |
| August 31, 2021 | 40.65% |
| July 31, 2021 | 40.65% |
| June 30, 2021 | 40.65% |
| May 31, 2021 | 40.65% |
| April 30, 2021 | 40.65% |
| March 31, 2021 | 40.65% |
| February 28, 2021 | 40.65% |
| January 31, 2021 | 40.65% |
| December 31, 2020 | 40.65% |
| November 30, 2020 | 40.65% |
| October 31, 2020 | 40.65% |
| September 30, 2020 | 40.65% |
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
36.04%
Minimum
Nov 2019
66.82%
Maximum
Sep 2024
50.62%
Average
51.22%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.30 |
| Beta (5Y) | 1.469 |
| Alpha (vs YCharts Benchmark) (5Y) | -17.94 |
| Beta (vs YCharts Benchmark) (5Y) | 1.381 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.44% |
| Historical Sharpe Ratio (5Y) | -0.0028 |
| Historical Sortino (5Y) | -0.0048 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.77% |