Invesco Canadian Dividend ETF (PDC.TO)
30.34
-0.06
(-0.20%)
CAD |
TSX |
Apr 25, 16:00
PDC.TO Max Drawdown (5Y): 41.93% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 41.93% |
February 29, 2024 | 41.93% |
January 31, 2024 | 41.93% |
December 31, 2023 | 41.93% |
November 30, 2023 | 41.93% |
October 31, 2023 | 41.93% |
September 30, 2023 | 41.93% |
August 31, 2023 | 41.93% |
July 31, 2023 | 41.93% |
June 30, 2023 | 41.93% |
May 31, 2023 | 41.93% |
April 30, 2023 | 41.93% |
March 31, 2023 | 41.93% |
February 28, 2023 | 41.93% |
January 31, 2023 | 41.93% |
December 31, 2022 | 41.93% |
November 30, 2022 | 41.93% |
October 31, 2022 | 41.93% |
September 30, 2022 | 41.93% |
August 31, 2022 | 41.93% |
July 31, 2022 | 41.93% |
June 30, 2022 | 41.93% |
May 31, 2022 | 41.93% |
April 30, 2022 | 41.93% |
March 31, 2022 | 41.93% |
Date | Value |
---|---|
February 28, 2022 | 41.93% |
January 31, 2022 | 41.93% |
December 31, 2021 | 41.93% |
November 30, 2021 | 41.93% |
October 31, 2021 | 41.93% |
September 30, 2021 | 41.93% |
August 31, 2021 | 41.93% |
July 31, 2021 | 41.93% |
June 30, 2021 | 41.93% |
May 31, 2021 | 41.93% |
April 30, 2021 | 41.93% |
March 31, 2021 | 41.93% |
February 28, 2021 | 41.93% |
January 31, 2021 | 41.93% |
December 31, 2020 | 41.93% |
November 30, 2020 | 41.93% |
October 31, 2020 | 41.93% |
September 30, 2020 | 41.93% |
August 31, 2020 | 41.93% |
July 31, 2020 | 41.93% |
June 30, 2020 | 41.93% |
May 31, 2020 | 41.93% |
April 30, 2020 | 41.93% |
March 31, 2020 | 41.93% |
February 29, 2020 | 18.30% |
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
18.30%
Minimum
Apr 2019
41.93%
Maximum
Mar 2020
37.60%
Average
41.93%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.414 |
Beta (5Y) | 0.9625 |
Alpha (vs YCharts Benchmark) (5Y) | 0.9811 |
Beta (vs YCharts Benchmark) (5Y) | 0.9645 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.66% |
Historical Sharpe Ratio (5Y) | 0.3013 |
Historical Sortino (5Y) | 0.2761 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.35% |