Invesco S&P 500® Downside Hedged ETF (PHDG)
35.92
+0.16
(+0.45%)
USD |
NYSEARCA |
May 09, 16:00
PHDG Max Drawdown (5Y): 17.06% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 17.06% |
| March 31, 2024 | 17.06% |
| February 29, 2024 | 17.06% |
| January 31, 2024 | 17.06% |
| December 31, 2023 | 17.06% |
| November 30, 2023 | 17.06% |
| October 31, 2023 | 17.06% |
| September 30, 2023 | 16.90% |
| August 31, 2023 | 16.48% |
| July 31, 2023 | 16.48% |
| June 30, 2023 | 16.48% |
| May 31, 2023 | 16.48% |
| April 30, 2023 | 16.48% |
| March 31, 2023 | 16.48% |
| February 28, 2023 | 16.48% |
| January 31, 2023 | 16.48% |
| December 31, 2022 | 16.48% |
| November 30, 2022 | 15.86% |
| October 31, 2022 | 15.86% |
| September 30, 2022 | 15.86% |
| August 31, 2022 | 15.86% |
| July 31, 2022 | 15.86% |
| June 30, 2022 | 15.86% |
| May 31, 2022 | 15.86% |
| April 30, 2022 | 15.86% |
| Date | Value |
|---|---|
| March 31, 2022 | 15.86% |
| February 28, 2022 | 15.86% |
| January 31, 2022 | 15.86% |
| December 31, 2021 | 15.86% |
| November 30, 2021 | 15.86% |
| October 31, 2021 | 15.86% |
| September 30, 2021 | 15.86% |
| August 31, 2021 | 17.69% |
| July 31, 2021 | 17.69% |
| June 30, 2021 | 17.69% |
| May 31, 2021 | 17.69% |
| April 30, 2021 | 17.69% |
| March 31, 2021 | 17.69% |
| February 28, 2021 | 17.69% |
| January 31, 2021 | 17.69% |
| December 31, 2020 | 17.69% |
| November 30, 2020 | 17.69% |
| October 31, 2020 | 17.69% |
| September 30, 2020 | 17.69% |
| August 31, 2020 | 17.69% |
| July 31, 2020 | 17.69% |
| June 30, 2020 | 17.69% |
| May 31, 2020 | 17.69% |
| April 30, 2020 | 17.69% |
| March 31, 2020 | 17.69% |
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
15.86%
Minimum
Sep 2021
17.69%
Maximum
May 2019
16.97%
Average
17.06%
Median
Oct 2023
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.5324 |
| Beta (5Y) | 0.3719 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.5324 |
| Beta (vs YCharts Benchmark) (5Y) | 0.3719 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.11% |
| Historical Sharpe Ratio (5Y) | 0.325 |
| Historical Sortino (5Y) | 0.6459 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.48% |