Invesco Leisure and Entertainment ETF (PEJ)
63.35
+0.07
(+0.11%)
USD |
NYSEARCA |
Oct 09, 16:00
63.34
-0.01
(-0.02%)
After-Hours: 20:00
PEJ Max Drawdown (5Y) : 36.42% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 36.42% |
| August 31, 2026 | 36.42% |
| July 31, 2026 | 36.42% |
| June 30, 2026 | 36.42% |
| May 31, 2026 | 36.42% |
| April 30, 2026 | 36.42% |
| March 31, 2026 | 36.42% |
| February 28, 2026 | 36.42% |
| January 31, 2026 | 36.42% |
| December 31, 2025 | 36.42% |
| November 30, 2025 | 36.42% |
| October 31, 2025 | 36.60% |
| September 30, 2025 | 37.23% |
| August 31, 2025 | 37.23% |
| July 31, 2025 | 37.23% |
| June 30, 2025 | 39.09% |
| May 31, 2025 | 40.87% |
| April 30, 2025 | 48.06% |
| March 31, 2025 | 55.67% |
| February 28, 2025 | 58.96% |
| January 31, 2025 | 58.96% |
| December 31, 2024 | 58.96% |
| November 30, 2024 | 58.96% |
| October 31, 2024 | 58.96% |
| September 30, 2024 | 58.96% |
| Date | Value |
|---|---|
| August 31, 2024 | 58.96% |
| July 31, 2024 | 58.96% |
| June 30, 2024 | 58.96% |
| May 31, 2024 | 58.96% |
| April 30, 2024 | 58.96% |
| March 31, 2024 | 58.96% |
| February 29, 2024 | 58.96% |
| January 31, 2024 | 58.96% |
| December 31, 2023 | 58.96% |
| November 30, 2023 | 58.96% |
| October 31, 2023 | 58.96% |
| September 30, 2023 | 58.96% |
| August 31, 2023 | 58.96% |
| July 31, 2023 | 58.96% |
| June 30, 2023 | 58.96% |
| May 31, 2023 | 58.96% |
| April 30, 2023 | 58.96% |
| March 31, 2023 | 58.96% |
| February 28, 2023 | 58.96% |
| January 31, 2023 | 58.96% |
| December 31, 2022 | 58.96% |
| November 30, 2022 | 58.96% |
| October 31, 2022 | 58.96% |
| September 30, 2022 | 58.96% |
| August 31, 2022 | 58.96% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.567 |
| Beta (5Y) | 1.171 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.137 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8589 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.18% |
| Historical Sharpe Ratio (5Y) | 0.0435 |
| Historical Sortino (5Y) | 0.0689 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.39% |