Invesco Dynamic Pharmaceuticals ETF (PJP)
74.57
-0.22 (-0.29%)
USD |
NYSEARCA |
Mar 28, 16:00
74.57
0.00 (0.00%)
After-Hours: 20:00
PJP Max Drawdown (5Y): 37.02% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 37.02% |
January 31, 2023 | 37.02% |
December 31, 2022 | 37.02% |
November 30, 2022 | 37.02% |
October 31, 2022 | 37.02% |
September 30, 2022 | 37.02% |
August 31, 2022 | 37.02% |
July 31, 2022 | 37.02% |
June 30, 2022 | 37.02% |
May 31, 2022 | 37.02% |
April 30, 2022 | 37.02% |
March 31, 2022 | 37.02% |
February 28, 2022 | 37.02% |
January 31, 2022 | 37.02% |
December 31, 2021 | 37.02% |
November 30, 2021 | 37.02% |
October 31, 2021 | 37.02% |
September 30, 2021 | 37.02% |
August 31, 2021 | 37.02% |
July 31, 2021 | 37.02% |
June 30, 2021 | 37.02% |
May 31, 2021 | 37.02% |
April 30, 2021 | 37.02% |
March 31, 2021 | 37.02% |
February 28, 2021 | 37.02% |
Date | Value |
---|---|
January 31, 2021 | 37.02% |
December 31, 2020 | 37.02% |
November 30, 2020 | 37.02% |
October 31, 2020 | 37.02% |
September 30, 2020 | 37.02% |
August 31, 2020 | 37.02% |
July 31, 2020 | 37.02% |
June 30, 2020 | 37.02% |
May 31, 2020 | 37.02% |
April 30, 2020 | 37.02% |
March 31, 2020 | 37.02% |
February 29, 2020 | 31.81% |
January 31, 2020 | 31.81% |
December 31, 2019 | 31.81% |
November 30, 2019 | 31.81% |
October 31, 2019 | 31.81% |
September 30, 2019 | 31.81% |
August 31, 2019 | 31.81% |
July 31, 2019 | 31.81% |
June 30, 2019 | 31.81% |
May 31, 2019 | 31.81% |
April 30, 2019 | 31.81% |
March 31, 2019 | 31.81% |
February 28, 2019 | 31.81% |
January 31, 2019 | 31.81% |
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
31.81%
Minimum
Mar 2018
37.02%
Maximum
Mar 2020
34.93%
Average
37.02%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.381 |
Beta (5Y) | 0.6644 |
Alpha (vs YCharts Benchmark) (5Y) | -2.720 |
Beta (vs YCharts Benchmark) (5Y) | 0.9197 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.35% |
Historical Sharpe Ratio (5Y) | 0.2609 |
Historical Sortino (5Y) | 0.3697 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.32% |