Invesco High Yield Eq Div Achiev™ ETF (PEY)
22.11
-0.06
(-0.29%)
USD |
NASDAQ |
Nov 14, 12:30
PEY Max Drawdown (5Y): 41.53% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 41.53% |
| September 30, 2024 | 41.53% |
| August 31, 2024 | 41.53% |
| July 31, 2024 | 41.53% |
| June 30, 2024 | 41.53% |
| May 31, 2024 | 41.53% |
| April 30, 2024 | 41.53% |
| March 31, 2024 | 41.53% |
| February 29, 2024 | 41.53% |
| January 31, 2024 | 41.53% |
| December 31, 2023 | 41.53% |
| November 30, 2023 | 41.53% |
| October 31, 2023 | 41.53% |
| September 30, 2023 | 41.53% |
| August 31, 2023 | 41.53% |
| July 31, 2023 | 41.53% |
| June 30, 2023 | 41.53% |
| May 31, 2023 | 41.53% |
| April 30, 2023 | 41.53% |
| March 31, 2023 | 41.53% |
| February 28, 2023 | 41.53% |
| January 31, 2023 | 41.53% |
| December 31, 2022 | 41.53% |
| November 30, 2022 | 41.53% |
| October 31, 2022 | 41.53% |
| Date | Value |
|---|---|
| September 30, 2022 | 41.53% |
| August 31, 2022 | 41.53% |
| July 31, 2022 | 41.53% |
| June 30, 2022 | 41.53% |
| May 31, 2022 | 41.53% |
| April 30, 2022 | 41.53% |
| March 31, 2022 | 41.53% |
| February 28, 2022 | 41.53% |
| January 31, 2022 | 41.53% |
| December 31, 2021 | 41.53% |
| November 30, 2021 | 41.53% |
| October 31, 2021 | 41.53% |
| September 30, 2021 | 41.53% |
| August 31, 2021 | 41.53% |
| July 31, 2021 | 41.53% |
| June 30, 2021 | 41.53% |
| May 31, 2021 | 41.53% |
| April 30, 2021 | 41.53% |
| March 31, 2021 | 41.53% |
| February 28, 2021 | 41.53% |
| January 31, 2021 | 41.53% |
| December 31, 2020 | 41.53% |
| November 30, 2020 | 41.53% |
| October 31, 2020 | 41.53% |
| September 30, 2020 | 41.53% |
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
16.29%
Minimum
Nov 2019
41.53%
Maximum
Mar 2020
39.85%
Average
41.53%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| SPDR® S&P Dividend ETF | 36.66% |
| iShares Russell Mid-Cap Value ETF | 43.83% |
| Vanguard Mid-Cap Value ETF | 43.20% |
| First Trust Dorsey Wright Momt & Div ETF | 47.55% |
| Pacer US Cash Cows 100 ETF | 38.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.092 |
| Beta (5Y) | 0.8554 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.092 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8554 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.34% |
| Historical Sharpe Ratio (5Y) | 0.2787 |
| Historical Sortino (5Y) | 0.3069 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.19% |