Invesco Pharmaceuticals ETF (PJP)

83.47 +0.47 (+0.56%) USD  |  NYSEARCA  |  Dec 26, 12:19
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PJP Max Drawdown (5Y): 37.02% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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VanEck Biotech ETF 39.86%
iShares US Healthcare Providers ETF 35.23%
Invesco Biotechnology & Genome ETF 37.84%
Invesco S&P 500 Eql Wght Health Care ETF 30.43%
First Trust Nasdaq Pharmaceuticals ETF 32.11%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.7913
Beta (5Y) 0.5796
Alpha (vs YCharts Benchmark) (5Y) -1.114
Beta (vs YCharts Benchmark) (5Y) 0.8268
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 17.24%
Historical Sharpe Ratio (5Y) 0.2907
Historical Sortino (5Y) 0.4047
Monthly Value at Risk (VaR) 5% (5Y Lookback) 5.76%