Invesco Golden Dragon China ETF (PGJ)
26.51
-0.19
(-0.71%)
USD |
NASDAQ |
May 10, 16:00
26.51
0.00 (0.00%)
After-Hours: 19:18
PGJ Max Drawdown (5Y): 78.37% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 78.37% |
| March 31, 2024 | 78.37% |
| February 29, 2024 | 78.37% |
| January 31, 2024 | 78.37% |
| December 31, 2023 | 78.37% |
| November 30, 2023 | 78.37% |
| October 31, 2023 | 78.37% |
| September 30, 2023 | 78.37% |
| August 31, 2023 | 78.37% |
| July 31, 2023 | 78.37% |
| June 30, 2023 | 78.37% |
| May 31, 2023 | 78.37% |
| April 30, 2023 | 78.37% |
| March 31, 2023 | 78.37% |
| February 28, 2023 | 78.37% |
| January 31, 2023 | 78.37% |
| December 31, 2022 | 78.37% |
| November 30, 2022 | 78.37% |
| October 31, 2022 | 78.37% |
| September 30, 2022 | 75.02% |
| August 31, 2022 | 75.02% |
| July 31, 2022 | 75.02% |
| June 30, 2022 | 75.02% |
| May 31, 2022 | 75.02% |
| April 30, 2022 | 75.02% |
| Date | Value |
|---|---|
| March 31, 2022 | 75.02% |
| February 28, 2022 | 63.65% |
| January 31, 2022 | 63.65% |
| December 31, 2021 | 60.34% |
| November 30, 2021 | 52.64% |
| October 31, 2021 | 52.64% |
| September 30, 2021 | 52.58% |
| August 31, 2021 | 52.58% |
| July 31, 2021 | 48.55% |
| June 30, 2021 | 39.54% |
| May 31, 2021 | 39.54% |
| April 30, 2021 | 39.54% |
| March 31, 2021 | 39.54% |
| February 28, 2021 | 39.54% |
| January 31, 2021 | 39.54% |
| December 31, 2020 | 39.54% |
| November 30, 2020 | 39.54% |
| October 31, 2020 | 39.54% |
| September 30, 2020 | 39.54% |
| August 31, 2020 | 39.54% |
| July 31, 2020 | 39.54% |
| June 30, 2020 | 39.54% |
| May 31, 2020 | 39.54% |
| April 30, 2020 | 39.54% |
| March 31, 2020 | 39.54% |
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
39.54%
Minimum
May 2019
78.37%
Maximum
Oct 2022
58.15%
Average
52.64%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.52 |
| Beta (5Y) | 1.079 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.282 |
| Beta (vs YCharts Benchmark) (5Y) | 1.345 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.28% |
| Historical Sharpe Ratio (5Y) | -0.3031 |
| Historical Sortino (5Y) | -0.5046 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.13% |