Invesco 1-3 Year Laddered Fl Rt Note ETF (PFL.TO)
19.56
0.00 (0.00%)
CAD |
TSX |
Nov 14, 15:35
PFL.TO Max Drawdown (5Y): 2.07% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 2.07% |
September 30, 2024 | 2.07% |
August 31, 2024 | 2.07% |
July 31, 2024 | 2.07% |
June 30, 2024 | 2.07% |
May 31, 2024 | 2.07% |
April 30, 2024 | 2.07% |
March 31, 2024 | 2.07% |
February 29, 2024 | 2.07% |
January 31, 2024 | 2.07% |
December 31, 2023 | 2.07% |
November 30, 2023 | 2.07% |
October 31, 2023 | 2.07% |
September 30, 2023 | 2.07% |
August 31, 2023 | 2.07% |
July 31, 2023 | 2.07% |
June 30, 2023 | 2.07% |
May 31, 2023 | 2.07% |
April 30, 2023 | 2.07% |
March 31, 2023 | 2.07% |
February 28, 2023 | 2.07% |
January 31, 2023 | 2.07% |
December 31, 2022 | 2.07% |
November 30, 2022 | 2.07% |
October 31, 2022 | 2.07% |
Date | Value |
---|---|
September 30, 2022 | 2.07% |
August 31, 2022 | 2.07% |
July 31, 2022 | 2.07% |
June 30, 2022 | 2.07% |
May 31, 2022 | 2.07% |
April 30, 2022 | 2.07% |
March 31, 2022 | 2.07% |
February 28, 2022 | 2.07% |
January 31, 2022 | 2.07% |
December 31, 2021 | 2.07% |
November 30, 2021 | 2.07% |
October 31, 2021 | 2.07% |
September 30, 2021 | 2.07% |
August 31, 2021 | 2.07% |
July 31, 2021 | 2.07% |
June 30, 2021 | 2.07% |
May 31, 2021 | 2.07% |
April 30, 2021 | 2.07% |
March 31, 2021 | 2.07% |
February 28, 2021 | 2.07% |
January 31, 2021 | 2.07% |
December 31, 2020 | 2.07% |
November 30, 2020 | 2.07% |
October 31, 2020 | 2.07% |
September 30, 2020 | 2.07% |
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
0.77%
Minimum
Nov 2019
2.07%
Maximum
Mar 2020
1.98%
Average
2.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.1624 |
Beta (5Y) | 0.0462 |
Alpha (vs YCharts Benchmark) (5Y) | 0.1049 |
Beta (vs YCharts Benchmark) (5Y) | 0.0197 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 1.04% |
Historical Sharpe Ratio (5Y) | 0.0472 |
Historical Sortino (5Y) | 0.0467 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 0.12% |