Invesco Water Resources ETF (PHO)
69.18
-0.56
(-0.80%)
USD |
NASDAQ |
Nov 15, 16:00
69.20
+0.02
(+0.03%)
After-Hours: 20:00
PHO Max Drawdown (5Y): 34.92% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 34.92% |
| September 30, 2024 | 34.92% |
| August 31, 2024 | 34.92% |
| July 31, 2024 | 34.92% |
| June 30, 2024 | 34.92% |
| May 31, 2024 | 34.92% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
34.92%
Maximum
Mar 2020
34.57%
Average
34.92%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| First Trust Water ETF | 36.60% |
| Invesco S&P Global Water ETF | 35.72% |
| Invesco Global Water ETF | 35.76% |
| Global X Uranium ETF | 63.80% |
| Sprott Uranium Miners ETF | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.661 |
| Beta (5Y) | 0.9983 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.377 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9828 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.92% |
| Historical Sharpe Ratio (5Y) | 0.5407 |
| Historical Sortino (5Y) | 0.6919 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.70% |