Invesco Dynamic Leisure and Entmnt ETF (PEJ)
39.77
-0.67 (-1.66%)
USD |
NYSEARCA |
May 16, 16:00
39.77
0.00 (0.00%)
After-Hours: 20:00
PEJ Max Drawdown (5Y): 58.96% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 58.96% |
March 31, 2022 | 58.96% |
February 28, 2022 | 58.96% |
January 31, 2022 | 58.96% |
December 31, 2021 | 58.96% |
November 30, 2021 | 58.96% |
October 31, 2021 | 58.96% |
September 30, 2021 | 58.96% |
August 31, 2021 | 58.96% |
July 31, 2021 | 58.96% |
June 30, 2021 | 58.96% |
May 31, 2021 | 58.96% |
April 30, 2021 | 58.96% |
March 31, 2021 | 58.96% |
February 28, 2021 | 58.96% |
January 31, 2021 | 58.96% |
December 31, 2020 | 58.96% |
November 30, 2020 | 58.96% |
October 31, 2020 | 58.96% |
September 30, 2020 | 58.96% |
August 31, 2020 | 58.96% |
July 31, 2020 | 58.96% |
June 30, 2020 | 58.96% |
May 31, 2020 | 58.96% |
April 30, 2020 | 58.96% |
Date | Value |
---|---|
March 31, 2020 | 58.96% |
February 29, 2020 | 24.12% |
January 31, 2020 | 21.70% |
December 31, 2019 | 21.70% |
November 30, 2019 | 21.70% |
October 31, 2019 | 21.70% |
September 30, 2019 | 21.70% |
August 31, 2019 | 21.70% |
July 31, 2019 | 21.70% |
June 30, 2019 | 21.70% |
May 31, 2019 | 21.70% |
April 30, 2019 | 21.70% |
March 31, 2019 | 21.70% |
February 28, 2019 | 21.70% |
January 31, 2019 | 21.70% |
December 31, 2018 | 21.70% |
November 30, 2018 | 21.70% |
October 31, 2018 | 21.70% |
September 30, 2018 | 21.70% |
August 31, 2018 | 21.70% |
July 31, 2018 | 21.70% |
June 30, 2018 | 21.70% |
May 31, 2018 | 21.70% |
April 30, 2018 | 21.70% |
March 31, 2018 | 21.70% |
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
21.70%
Minimum
May 2017
58.96%
Maximum
Mar 2020
37.89%
Average
21.70%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.52 |
Beta (5Y) | 1.398 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.67% |
Historical Sharpe Ratio (5Y) | 0.1424 |
Historical Sortino (5Y) | 0.1532 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.03% |