Invesco NASDAQ Internet ETF (PNQI)
46.64
+0.45
(+0.97%)
USD |
NASDAQ |
Nov 12, 16:00
46.63
-0.01
(-0.02%)
After-Hours: 20:00
PNQI Max Drawdown (5Y): 59.70% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 59.70% |
| September 30, 2024 | 59.70% |
| August 31, 2024 | 59.70% |
| July 31, 2024 | 59.70% |
| June 30, 2024 | 59.70% |
| May 31, 2024 | 59.70% |
| April 30, 2024 | 59.70% |
| March 31, 2024 | 59.70% |
| February 29, 2024 | 59.70% |
| January 31, 2024 | 59.70% |
| December 31, 2023 | 59.70% |
| November 30, 2023 | 59.70% |
| October 31, 2023 | 59.70% |
| September 30, 2023 | 59.70% |
| August 31, 2023 | 59.70% |
| July 31, 2023 | 59.70% |
| June 30, 2023 | 59.70% |
| May 31, 2023 | 59.70% |
| April 30, 2023 | 59.70% |
| March 31, 2023 | 59.70% |
| February 28, 2023 | 59.70% |
| January 31, 2023 | 59.70% |
| December 31, 2022 | 59.70% |
| November 30, 2022 | 59.70% |
| October 31, 2022 | 57.92% |
| Date | Value |
|---|---|
| September 30, 2022 | 56.62% |
| August 31, 2022 | 55.56% |
| July 31, 2022 | 55.56% |
| June 30, 2022 | 55.56% |
| May 31, 2022 | 53.93% |
| April 30, 2022 | 46.89% |
| March 31, 2022 | 45.50% |
| February 28, 2022 | 38.77% |
| January 31, 2022 | 33.52% |
| December 31, 2021 | 29.90% |
| November 30, 2021 | 29.90% |
| October 31, 2021 | 29.90% |
| September 30, 2021 | 29.90% |
| August 31, 2021 | 29.90% |
| July 31, 2021 | 29.90% |
| June 30, 2021 | 29.90% |
| May 31, 2021 | 29.90% |
| April 30, 2021 | 29.90% |
| March 31, 2021 | 29.90% |
| February 28, 2021 | 29.90% |
| January 31, 2021 | 29.90% |
| December 31, 2020 | 29.90% |
| November 30, 2020 | 29.90% |
| October 31, 2020 | 29.90% |
| September 30, 2020 | 29.90% |
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
29.90%
Minimum
Nov 2019
59.70%
Maximum
Nov 2022
45.17%
Average
50.41%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.028 |
| Beta (5Y) | 1.159 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.750 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6551 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.30% |
| Historical Sharpe Ratio (5Y) | 0.2888 |
| Historical Sortino (5Y) | 0.4258 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.79% |