Invesco WilderHill Clean Energy ETF (PBW)
18.98
-0.42
(-2.16%)
USD |
NYSEARCA |
Nov 15, 14:32
PBW Max Drawdown (5Y): 85.64% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 85.64% |
| September 30, 2024 | 85.64% |
| August 31, 2024 | 85.64% |
| July 31, 2024 | 84.59% |
| June 30, 2024 | 84.59% |
| May 31, 2024 | 84.59% |
| April 30, 2024 | 84.59% |
| March 31, 2024 | 82.91% |
| February 29, 2024 | 82.01% |
| January 31, 2024 | 81.28% |
| December 31, 2023 | 80.55% |
| November 30, 2023 | 80.55% |
| October 31, 2023 | 80.55% |
| September 30, 2023 | 75.34% |
| August 31, 2023 | 73.39% |
| July 31, 2023 | 73.39% |
| June 30, 2023 | 73.39% |
| May 31, 2023 | 73.39% |
| April 30, 2023 | 73.03% |
| March 31, 2023 | 71.95% |
| February 28, 2023 | 71.95% |
| January 31, 2023 | 71.95% |
| December 31, 2022 | 71.95% |
| November 30, 2022 | 68.35% |
| October 31, 2022 | 68.35% |
| Date | Value |
|---|---|
| September 30, 2022 | 68.35% |
| August 31, 2022 | 68.35% |
| July 31, 2022 | 68.35% |
| June 30, 2022 | 68.35% |
| May 31, 2022 | 68.35% |
| April 30, 2022 | 61.95% |
| March 31, 2022 | 61.95% |
| February 28, 2022 | 61.95% |
| January 31, 2022 | 61.95% |
| December 31, 2021 | 48.89% |
| November 30, 2021 | 49.36% |
| October 31, 2021 | 49.76% |
| September 30, 2021 | 51.49% |
| August 31, 2021 | 52.30% |
| July 31, 2021 | 52.30% |
| June 30, 2021 | 52.30% |
| May 31, 2021 | 52.30% |
| April 30, 2021 | 52.30% |
| March 31, 2021 | 53.10% |
| February 28, 2021 | 53.10% |
| January 31, 2021 | 53.10% |
| December 31, 2020 | 53.13% |
| November 30, 2020 | 60.94% |
| October 31, 2020 | 60.94% |
| September 30, 2020 | 60.94% |
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
48.89%
Minimum
Dec 2021
85.64%
Maximum
Aug 2024
66.75%
Average
65.15%
Median
Max Drawdown (5Y) Benchmarks
| ALPS Clean Energy ETF | 73.33% |
| SPDR® Kensho Clean Power ETF | 59.58% |
| iShares S&P Small-Cap 600 Growth ETF | 42.03% |
| Invesco Building & Construction ETF | 52.29% |
| Invesco S&P SmallCap Momentum ETF | 39.39% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.13 |
| Beta (5Y) | 1.733 |
| Alpha (vs YCharts Benchmark) (5Y) | -28.64 |
| Beta (vs YCharts Benchmark) (5Y) | 1.646 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.31% |
| Historical Sharpe Ratio (5Y) | -0.1468 |
| Historical Sortino (5Y) | -0.27 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.92% |