Invesco Food & Beverage ETF (PBJ)
48.04
-0.27
(-0.55%)
USD |
NYSEARCA |
Apr 25, 16:00
47.88
-0.16
(-0.34%)
After-Hours: 20:00
PBJ Max Drawdown (5Y): 28.48% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 28.48% |
February 29, 2024 | 28.48% |
January 31, 2024 | 28.48% |
December 31, 2023 | 28.48% |
November 30, 2023 | 28.48% |
October 31, 2023 | 28.48% |
September 30, 2023 | 28.48% |
August 31, 2023 | 28.48% |
July 31, 2023 | 28.48% |
June 30, 2023 | 28.48% |
May 31, 2023 | 28.48% |
April 30, 2023 | 28.48% |
March 31, 2023 | 28.48% |
February 28, 2023 | 28.48% |
January 31, 2023 | 28.48% |
December 31, 2022 | 28.48% |
November 30, 2022 | 28.48% |
October 31, 2022 | 28.48% |
September 30, 2022 | 28.48% |
August 31, 2022 | 28.48% |
July 31, 2022 | 28.48% |
June 30, 2022 | 28.48% |
May 31, 2022 | 28.48% |
April 30, 2022 | 28.48% |
March 31, 2022 | 28.48% |
Date | Value |
---|---|
February 28, 2022 | 28.48% |
January 31, 2022 | 28.48% |
December 31, 2021 | 28.48% |
November 30, 2021 | 28.48% |
October 31, 2021 | 28.48% |
September 30, 2021 | 28.48% |
August 31, 2021 | 28.48% |
July 31, 2021 | 28.48% |
June 30, 2021 | 28.48% |
May 31, 2021 | 28.48% |
April 30, 2021 | 28.48% |
March 31, 2021 | 28.48% |
February 28, 2021 | 28.48% |
January 31, 2021 | 28.48% |
December 31, 2020 | 28.48% |
November 30, 2020 | 28.48% |
October 31, 2020 | 28.48% |
September 30, 2020 | 28.48% |
August 31, 2020 | 28.48% |
July 31, 2020 | 28.48% |
June 30, 2020 | 28.48% |
May 31, 2020 | 28.48% |
April 30, 2020 | 28.48% |
March 31, 2020 | 28.48% |
February 29, 2020 | 17.02% |
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
17.02%
Minimum
Apr 2019
28.48%
Maximum
Mar 2020
26.38%
Average
28.48%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.054 |
Beta (5Y) | 0.6424 |
Alpha (vs YCharts Benchmark) (5Y) | -0.0026 |
Beta (vs YCharts Benchmark) (5Y) | 0.9299 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.84% |
Historical Sharpe Ratio (5Y) | 0.4753 |
Historical Sortino (5Y) | 0.6268 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.88% |