Invesco Long Term Government Bond ETF (PGL.NO)
17.23
+0.11
(+0.64%)
CAD |
NEO |
May 01, 12:47
PGL.NO Max Drawdown (5Y): 36.08% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 36.08% |
| March 31, 2024 | 36.08% |
| February 29, 2024 | 36.08% |
| January 31, 2024 | 36.08% |
| December 31, 2023 | 36.08% |
| November 30, 2023 | 36.08% |
| October 31, 2023 | 36.08% |
| September 30, 2023 | 35.31% |
| August 31, 2023 | 35.31% |
| July 31, 2023 | 35.31% |
| June 30, 2023 | 35.31% |
| May 31, 2023 | 35.31% |
| April 30, 2023 | 35.31% |
| March 31, 2023 | 35.31% |
| February 28, 2023 | 35.31% |
| January 31, 2023 | 35.31% |
| December 31, 2022 | 35.31% |
| November 30, 2022 | 35.31% |
| October 31, 2022 | 35.31% |
| September 30, 2022 | 32.58% |
| August 31, 2022 | 32.58% |
| July 31, 2022 | 32.58% |
| June 30, 2022 | 32.58% |
| May 31, 2022 | 28.63% |
| April 30, 2022 | 26.23% |
| Date | Value |
|---|---|
| March 31, 2022 | 22.65% |
| February 28, 2022 | 18.78% |
| January 31, 2022 | 17.01% |
| December 31, 2021 | 17.01% |
| November 30, 2021 | 17.01% |
| October 31, 2021 | 17.01% |
| September 30, 2021 | 17.01% |
| August 31, 2021 | 17.01% |
| July 31, 2021 | 17.01% |
| June 30, 2021 | 17.01% |
| May 31, 2021 | 17.01% |
| April 30, 2021 | 17.01% |
| March 31, 2021 | 17.01% |
| February 28, 2021 | 15.12% |
| January 31, 2021 | 15.12% |
| December 31, 2020 | 15.12% |
| November 30, 2020 | 15.12% |
| October 31, 2020 | 15.12% |
| September 30, 2020 | 15.12% |
| August 31, 2020 | 15.12% |
| July 31, 2020 | 15.12% |
| June 30, 2020 | 15.12% |
| May 31, 2020 | 15.12% |
| April 30, 2020 | 15.12% |
| March 31, 2020 | 15.12% |
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
11.27%
Minimum
May 2019
36.08%
Maximum
Oct 2023
23.07%
Average
17.01%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.937 |
| Beta (5Y) | 2.195 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.783 |
| Beta (vs YCharts Benchmark) (5Y) | 1.083 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.51% |
| Historical Sharpe Ratio (5Y) | -0.392 |
| Historical Sortino (5Y) | -0.6988 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.14% |