Invesco Dynamic Building & Const ETF (PKB)
37.07
+0.08 (+0.21%)
USD |
NYSEARCA |
Jun 29, 09:54
PKB Max Drawdown (5Y): 52.29% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 52.29% |
| April 30, 2022 | 52.29% |
| March 31, 2022 | 52.29% |
| February 28, 2022 | 52.29% |
| January 31, 2022 | 52.29% |
| December 31, 2021 | 52.29% |
| November 30, 2021 | 52.29% |
| October 31, 2021 | 52.29% |
| September 30, 2021 | 52.29% |
| August 31, 2021 | 52.29% |
| July 31, 2021 | 52.29% |
| June 30, 2021 | 52.29% |
| May 31, 2021 | 52.29% |
| April 30, 2021 | 52.29% |
| March 31, 2021 | 52.29% |
| February 28, 2021 | 52.29% |
| January 31, 2021 | 52.29% |
| December 31, 2020 | 52.29% |
| November 30, 2020 | 52.29% |
| October 31, 2020 | 52.29% |
| September 30, 2020 | 52.29% |
| August 31, 2020 | 52.29% |
| July 31, 2020 | 52.29% |
| June 30, 2020 | 52.29% |
| May 31, 2020 | 52.29% |
| Date | Value |
|---|---|
| April 30, 2020 | 52.29% |
| March 31, 2020 | 52.29% |
| February 29, 2020 | 37.73% |
| January 31, 2020 | 37.73% |
| December 31, 2019 | 37.73% |
| November 30, 2019 | 37.73% |
| October 31, 2019 | 37.73% |
| September 30, 2019 | 37.73% |
| August 31, 2019 | 37.73% |
| July 31, 2019 | 37.73% |
| June 30, 2019 | 37.73% |
| May 31, 2019 | 37.73% |
| April 30, 2019 | 37.73% |
| March 31, 2019 | 37.73% |
| February 28, 2019 | 37.73% |
| January 31, 2019 | 37.73% |
| December 31, 2018 | 37.73% |
| November 30, 2018 | 31.06% |
| October 31, 2018 | 31.06% |
| September 30, 2018 | 21.48% |
| August 31, 2018 | 21.48% |
| July 31, 2018 | 21.48% |
| June 30, 2018 | 21.48% |
| May 31, 2018 | 21.48% |
| April 30, 2018 | 21.48% |
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
21.48%
Minimum
Jun 2017
52.29%
Maximum
Mar 2020
39.73%
Average
37.73%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.139 |
| Beta (5Y) | 1.331 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.98% |
| Historical Sharpe Ratio (5Y) | 0.389 |
| Historical Sortino (5Y) | 0.4135 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.88% |