Invesco Global ex-US High Yield Corporate Bond ETF (PGHY)

19.74 -0.02 (-0.08%) USD  |  NYSEARCA  |  Dec 26, 16:00
19.74 0.00 (0.00%) After-Hours: 17:35
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PGHY Max Drawdown (5Y): 20.50% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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iShares US & Intl High Yield Corp Bond ETF 27.36%
Invesco Fundamental High Yield Corp Bd ETF 21.51%
VanEck International High Yield Bond ETF 27.63%
iShares International High Yield Bond ETF 32.46%
iShares Interest Rate Hedged High Yield Bond ETF 23.88%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.569
Beta (5Y) 0.5424
Alpha (vs YCharts Benchmark) (5Y) -0.2801
Beta (vs YCharts Benchmark) (5Y) 0.666
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 8.12%
Historical Sharpe Ratio (5Y) 0.1547
Historical Sortino (5Y) 0.1248
Monthly Value at Risk (VaR) 5% (5Y Lookback) 1.92%