Invesco Fdmtl Invmt Grd Corp Bd ETF (PFIG)
23.05
-0.13
(-0.56%)
USD |
NYSEARCA |
Jun 07, 16:00
PFIG Max Drawdown (5Y): 15.58% for May 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2023 | 15.58% |
| April 30, 2023 | 15.58% |
| March 31, 2023 | 15.58% |
| February 28, 2023 | 15.58% |
| January 31, 2023 | 15.58% |
| December 31, 2022 | 15.58% |
| November 30, 2022 | 15.58% |
| October 31, 2022 | 15.58% |
| September 30, 2022 | 14.70% |
| August 31, 2022 | 14.64% |
| July 31, 2022 | 14.64% |
| June 30, 2022 | 14.64% |
| May 31, 2022 | 14.64% |
| April 30, 2022 | 14.64% |
| March 31, 2022 | 14.64% |
| February 28, 2022 | 14.64% |
| January 31, 2022 | 14.64% |
| December 31, 2021 | 14.64% |
| November 30, 2021 | 14.64% |
| October 31, 2021 | 14.64% |
| September 30, 2021 | 14.64% |
| August 31, 2021 | 14.64% |
| July 31, 2021 | 14.64% |
| June 30, 2021 | 14.64% |
| May 31, 2021 | 14.64% |
| Date | Value |
|---|---|
| April 30, 2021 | 14.64% |
| March 31, 2021 | 14.64% |
| February 28, 2021 | 14.64% |
| January 31, 2021 | 14.64% |
| December 31, 2020 | 14.64% |
| November 30, 2020 | 14.64% |
| October 31, 2020 | 14.64% |
| September 30, 2020 | 14.64% |
| August 31, 2020 | 14.64% |
| July 31, 2020 | 14.64% |
| June 30, 2020 | 14.64% |
| May 31, 2020 | 14.64% |
| April 30, 2020 | 14.64% |
| March 31, 2020 | 14.64% |
| February 29, 2020 | 3.65% |
| January 31, 2020 | 3.65% |
| December 31, 2019 | 3.65% |
| November 30, 2019 | 3.65% |
| October 31, 2019 | 3.65% |
| September 30, 2019 | 3.65% |
| August 31, 2019 | 3.65% |
| July 31, 2019 | 3.65% |
| June 30, 2019 | 3.65% |
| May 31, 2019 | 3.65% |
| April 30, 2019 | 3.65% |
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
3.65%
Minimum
Jul 2018
15.58%
Maximum
Oct 2022
10.95%
Average
14.64%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.7624 |
| Beta (5Y) | 0.9054 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.7624 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9054 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.57% |
| Historical Sharpe Ratio (5Y) | 0.0524 |
| Historical Sortino (5Y) | 0.0613 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.85% |