Invesco Canadian Dividend ETF (PDC.TO)
30.68
-0.14 (-0.45%)
CAD |
TSX |
Jun 30, 16:00
PDC.TO Max Drawdown (5Y): 41.93% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2022 | 41.93% |
May 31, 2022 | 41.93% |
April 30, 2022 | 41.93% |
March 31, 2022 | 41.93% |
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% |
Date | Value |
---|---|
May 31, 2020 | 41.93% |
April 30, 2020 | 41.93% |
March 31, 2020 | 41.93% |
February 29, 2020 | 18.30% |
January 31, 2020 | 18.30% |
December 31, 2019 | 18.30% |
November 30, 2019 | 18.30% |
October 31, 2019 | 18.30% |
September 30, 2019 | 18.30% |
August 31, 2019 | 18.30% |
July 31, 2019 | 18.30% |
June 30, 2019 | 18.30% |
May 31, 2019 | 18.30% |
April 30, 2019 | 18.30% |
March 31, 2019 | 18.30% |
February 28, 2019 | 18.30% |
January 31, 2019 | 18.30% |
December 31, 2018 | 18.30% |
November 30, 2018 | 18.30% |
October 31, 2018 | 18.30% |
September 30, 2018 | 18.30% |
August 31, 2018 | 18.30% |
July 31, 2018 | 18.30% |
June 30, 2018 | 18.30% |
May 31, 2018 | 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
Jul 2017
41.93%
Maximum
Mar 2020
29.33%
Average
18.30%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.118 |
Beta (5Y) | 0.9664 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.73% |
Historical Sharpe Ratio (5Y) | 0.411 |
Historical Sortino (5Y) | 0.3428 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.44% |