Invesco Leisure and Entertainment ETF (PEJ)
46.80
-1.45
(-3.01%)
USD |
NYSEARCA |
Mar 13, 16:00
46.80
0.00 (0.00%)
After-Hours: 16:33
PEJ Max Drawdown (5Y): 58.96% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.572 |
| Beta (5Y) | 1.417 |
| Alpha (vs YCharts Benchmark) (5Y) | -4.634 |
| Beta (vs YCharts Benchmark) (5Y) | 1.164 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.00% |
| Historical Sharpe Ratio (5Y) | 0.2611 |
| Historical Sortino (5Y) | 0.5087 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.09% |