Invesco Dynamic Media ETF (PBS)
35.69
+1.19 (+3.46%)
USD |
NYSEARCA |
Jun 24, 16:00
PBS Max Drawdown (5Y): 40.62% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 40.62% |
| April 30, 2022 | 40.62% |
| March 31, 2022 | 40.62% |
| February 28, 2022 | 40.62% |
| January 31, 2022 | 40.62% |
| December 31, 2021 | 40.62% |
| November 30, 2021 | 40.62% |
| October 31, 2021 | 40.62% |
| September 30, 2021 | 40.62% |
| August 31, 2021 | 40.62% |
| July 31, 2021 | 40.62% |
| June 30, 2021 | 40.62% |
| May 31, 2021 | 40.62% |
| April 30, 2021 | 40.62% |
| March 31, 2021 | 40.62% |
| February 28, 2021 | 40.62% |
| January 31, 2021 | 40.62% |
| December 31, 2020 | 40.62% |
| November 30, 2020 | 40.62% |
| October 31, 2020 | 40.62% |
| September 30, 2020 | 40.62% |
| August 31, 2020 | 40.62% |
| July 31, 2020 | 40.62% |
| June 30, 2020 | 40.62% |
| May 31, 2020 | 40.62% |
| Date | Value |
|---|---|
| April 30, 2020 | 40.62% |
| March 31, 2020 | 40.62% |
| February 29, 2020 | 23.15% |
| January 31, 2020 | 23.15% |
| December 31, 2019 | 23.15% |
| November 30, 2019 | 23.15% |
| October 31, 2019 | 23.15% |
| September 30, 2019 | 23.15% |
| August 31, 2019 | 23.15% |
| July 31, 2019 | 23.15% |
| June 30, 2019 | 23.15% |
| May 31, 2019 | 23.15% |
| April 30, 2019 | 23.15% |
| March 31, 2019 | 23.15% |
| February 28, 2019 | 23.15% |
| January 31, 2019 | 23.15% |
| December 31, 2018 | 23.15% |
| November 30, 2018 | 23.15% |
| October 31, 2018 | 23.15% |
| September 30, 2018 | 23.15% |
| August 31, 2018 | 23.15% |
| July 31, 2018 | 23.15% |
| June 30, 2018 | 23.15% |
| May 31, 2018 | 23.15% |
| April 30, 2018 | 23.15% |
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
23.15%
Minimum
Jun 2017
40.62%
Maximum
Mar 2020
31.01%
Average
23.15%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.851 |
| Beta (5Y) | 1.248 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.65% |
| Historical Sharpe Ratio (5Y) | 0.3939 |
| Historical Sortino (5Y) | 0.4642 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.19% |