Invesco Dynamic Buyback Achievers ETF (PKW)

115.48 +0.45 (+0.39%) USD  |  NASDAQ  |  Jan 08, 16:00
115.48 0.00 (0.00%) After-Hours: 20:00
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PKW Max Drawdown (5Y): 40.91% for Dec. 31, 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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Invesco S&P 500 Pure Value ETF 50.63%
Pacer US Cash Cows 100 ETF 38.60%
iShares Russell Mid-Cap Value ETF 43.83%
Invesco High Yield Equity Dividend Achvrs ETF 41.53%
SPDR S&P Dividend ETF 36.66%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.328
Beta (5Y) 1.081
Alpha (vs YCharts Benchmark) (5Y) 2.726
Beta (vs YCharts Benchmark) (5Y) 1.123
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 21.67%
Historical Sharpe Ratio (5Y) 0.4486
Historical Sortino (5Y) 0.4857
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.04%