Invesco Water Resources ETF (PHO)
68.17
+0.29
(+0.43%)
USD |
NASDAQ |
May 10, 16:00
68.17
0.00 (0.00%)
After-Hours: 20:00
PHO Max Drawdown (5Y): 34.92% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 34.92% |
March 31, 2024 | 34.92% |
February 29, 2024 | 34.92% |
January 31, 2024 | 34.92% |
December 31, 2023 | 34.92% |
November 30, 2023 | 34.92% |
October 31, 2023 | 34.92% |
September 30, 2023 | 34.92% |
August 31, 2023 | 34.92% |
July 31, 2023 | 34.92% |
June 30, 2023 | 34.92% |
May 31, 2023 | 34.92% |
April 30, 2023 | 34.92% |
March 31, 2023 | 34.92% |
February 28, 2023 | 34.92% |
January 31, 2023 | 34.92% |
December 31, 2022 | 34.92% |
November 30, 2022 | 34.92% |
October 31, 2022 | 34.92% |
September 30, 2022 | 34.92% |
August 31, 2022 | 34.92% |
July 31, 2022 | 34.92% |
June 30, 2022 | 34.92% |
May 31, 2022 | 34.92% |
April 30, 2022 | 34.92% |
Date | Value |
---|---|
March 31, 2022 | 34.92% |
February 28, 2022 | 34.92% |
January 31, 2022 | 34.92% |
December 31, 2021 | 34.92% |
November 30, 2021 | 34.92% |
October 31, 2021 | 34.92% |
September 30, 2021 | 34.92% |
August 31, 2021 | 34.92% |
July 31, 2021 | 34.92% |
June 30, 2021 | 34.92% |
May 31, 2021 | 34.92% |
April 30, 2021 | 34.92% |
March 31, 2021 | 34.92% |
February 28, 2021 | 34.92% |
January 31, 2021 | 34.92% |
December 31, 2020 | 34.92% |
November 30, 2020 | 34.92% |
October 31, 2020 | 34.92% |
September 30, 2020 | 34.92% |
August 31, 2020 | 34.92% |
July 31, 2020 | 34.92% |
June 30, 2020 | 34.92% |
May 31, 2020 | 34.92% |
April 30, 2020 | 34.92% |
March 31, 2020 | 34.92% |
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
29.70%
Minimum
May 2019
34.92%
Maximum
Mar 2020
34.05%
Average
34.92%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
First Trust Water ETF | 36.60% |
Global X Uranium ETF | 63.80% |
Sprott Uranium Miners ETF | -- |
Invesco S&P Global Water ETF | 35.72% |
Invesco Global Water ETF | 35.78% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.281 |
Beta (5Y) | 0.9927 |
Alpha (vs YCharts Benchmark) (5Y) | 0.6759 |
Beta (vs YCharts Benchmark) (5Y) | 0.9827 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.75% |
Historical Sharpe Ratio (5Y) | 0.5604 |
Historical Sortino (5Y) | 0.7011 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.70% |