Invesco Dynamic Biotech & Genome ETF (PBE)
60.78
-0.09
(-0.15%)
USD |
NYSEARCA |
May 26, 16:00
60.51
-0.27
(-0.44%)
After-Hours: 20:00
PBE Max Drawdown (5Y): 37.84% for April 30, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2023 | 37.84% |
| March 31, 2023 | 37.84% |
| February 28, 2023 | 37.84% |
| January 31, 2023 | 37.84% |
| December 31, 2022 | 37.84% |
| November 30, 2022 | 37.84% |
| October 31, 2022 | 37.84% |
| September 30, 2022 | 37.84% |
| August 31, 2022 | 37.84% |
| July 31, 2022 | 37.84% |
| June 30, 2022 | 37.84% |
| May 31, 2022 | 37.69% |
| April 30, 2022 | 35.57% |
| March 31, 2022 | 35.57% |
| February 28, 2022 | 35.57% |
| January 31, 2022 | 35.57% |
| December 31, 2021 | 35.57% |
| November 30, 2021 | 35.57% |
| October 31, 2021 | 36.50% |
| September 30, 2021 | 37.41% |
| August 31, 2021 | 42.57% |
| July 31, 2021 | 42.57% |
| June 30, 2021 | 42.57% |
| May 31, 2021 | 42.57% |
| April 30, 2021 | 42.57% |
| Date | Value |
|---|---|
| March 31, 2021 | 44.56% |
| February 28, 2021 | 44.56% |
| January 31, 2021 | 44.56% |
| December 31, 2020 | 44.56% |
| November 30, 2020 | 44.56% |
| October 31, 2020 | 44.56% |
| September 30, 2020 | 44.56% |
| August 31, 2020 | 44.56% |
| July 31, 2020 | 44.56% |
| June 30, 2020 | 44.56% |
| May 31, 2020 | 44.56% |
| April 30, 2020 | 44.56% |
| March 31, 2020 | 44.56% |
| February 29, 2020 | 44.56% |
| January 31, 2020 | 44.56% |
| December 31, 2019 | 44.56% |
| November 30, 2019 | 44.56% |
| October 31, 2019 | 44.56% |
| September 30, 2019 | 44.56% |
| August 31, 2019 | 44.56% |
| July 31, 2019 | 44.56% |
| June 30, 2019 | 44.56% |
| May 31, 2019 | 44.56% |
| April 30, 2019 | 44.56% |
| March 31, 2019 | 44.56% |
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
35.57%
Minimum
Nov 2021
44.56%
Maximum
May 2018
41.89%
Average
44.56%
Median
May 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.953 |
| Beta (5Y) | 0.8887 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.249 |
| Beta (vs YCharts Benchmark) (5Y) | 1.095 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.57% |
| Historical Sharpe Ratio (5Y) | 0.2569 |
| Historical Sortino (5Y) | 0.4114 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.90% |