Invesco International Corporate Bond ETF (PICB)
22.38
-0.05
(-0.22%)
USD |
NYSEARCA |
Mar 28, 16:00
22.38
0.00 (0.00%)
After-Hours: 16:43
PICB Max Drawdown (5Y): 37.10% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 37.10% |
January 31, 2024 | 37.10% |
December 31, 2023 | 37.10% |
November 30, 2023 | 37.10% |
October 31, 2023 | 37.10% |
September 30, 2023 | 37.10% |
August 31, 2023 | 37.10% |
July 31, 2023 | 37.10% |
June 30, 2023 | 37.10% |
May 31, 2023 | 37.10% |
April 30, 2023 | 37.10% |
March 31, 2023 | 37.10% |
February 28, 2023 | 37.10% |
January 31, 2023 | 37.10% |
December 31, 2022 | 37.10% |
November 30, 2022 | 37.10% |
October 31, 2022 | 37.10% |
September 30, 2022 | 37.10% |
August 31, 2022 | 29.42% |
July 31, 2022 | 27.72% |
June 30, 2022 | 27.72% |
May 31, 2022 | 23.37% |
April 30, 2022 | 23.37% |
March 31, 2022 | 23.37% |
February 28, 2022 | 23.37% |
Date | Value |
---|---|
January 31, 2022 | 23.37% |
December 31, 2021 | 23.37% |
November 30, 2021 | 23.37% |
October 31, 2021 | 23.37% |
September 30, 2021 | 23.37% |
August 31, 2021 | 23.37% |
July 31, 2021 | 23.37% |
June 30, 2021 | 23.37% |
May 31, 2021 | 23.37% |
April 30, 2021 | 23.37% |
March 31, 2021 | 23.37% |
February 28, 2021 | 23.37% |
January 31, 2021 | 23.37% |
December 31, 2020 | 23.37% |
November 30, 2020 | 23.37% |
October 31, 2020 | 23.37% |
September 30, 2020 | 23.37% |
August 31, 2020 | 23.37% |
July 31, 2020 | 23.37% |
June 30, 2020 | 23.37% |
May 31, 2020 | 23.37% |
April 30, 2020 | 23.37% |
March 31, 2020 | 23.37% |
February 29, 2020 | 17.26% |
January 31, 2020 | 17.26% |
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
17.26%
Minimum
Mar 2019
37.10%
Maximum
Sep 2022
26.51%
Average
23.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
SPDR® Blmbg Intl Corp Bd ETF | 35.63% |
SPDR® Blmbg ST Intrn TrsBd ETF | 24.90% |
SPDR® FTSE Intl Govt Infl-Protd Bd ETF | 28.84% |
iShares JP Morgan EM Local Ccy Bd ETF | 29.09% |
VanEck Green Bond ETF | 18.08% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.323 |
Beta (5Y) | 1.562 |
Alpha (vs YCharts Benchmark) (5Y) | 0.9624 |
Beta (vs YCharts Benchmark) (5Y) | 1.496 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.81% |
Historical Sharpe Ratio (5Y) | -0.2139 |
Historical Sortino (5Y) | -0.2812 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.52% |