Invesco Biotechnology & Genome ETF (PBE)
64.07
+0.32
(+0.50%)
USD |
NYSEARCA |
May 09, 16:00
64.12
+0.05
(+0.08%)
After-Hours: 20:00
PBE Max Drawdown (5Y): 37.84% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 37.84% |
| March 31, 2024 | 37.84% |
| February 29, 2024 | 37.84% |
| January 31, 2024 | 37.84% |
| December 31, 2023 | 37.84% |
| November 30, 2023 | 37.84% |
| October 31, 2023 | 37.84% |
| September 30, 2023 | 37.84% |
| August 31, 2023 | 37.84% |
| July 31, 2023 | 37.84% |
| June 30, 2023 | 37.84% |
| May 31, 2023 | 37.84% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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 2019
40.55%
Average
37.84%
Median
Jun 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.113 |
| Beta (5Y) | 0.8579 |
| Alpha (vs YCharts Benchmark) (5Y) | -8.568 |
| Beta (vs YCharts Benchmark) (5Y) | 1.079 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.81% |
| Historical Sharpe Ratio (5Y) | 0.0443 |
| Historical Sortino (5Y) | 0.0725 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.80% |