Invesco Bloomberg Pricing Power ETF (POWA)
86.90
+0.66
(+0.77%)
USD |
NYSEARCA |
Nov 25, 16:00
POWA Max Drawdown (5Y): 36.53% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 36.53% |
September 30, 2024 | 36.53% |
August 31, 2024 | 36.53% |
July 31, 2024 | 36.53% |
June 30, 2024 | 36.53% |
May 31, 2024 | 36.53% |
April 30, 2024 | 36.53% |
March 31, 2024 | 36.53% |
February 29, 2024 | 36.53% |
January 31, 2024 | 36.53% |
December 31, 2023 | 36.53% |
November 30, 2023 | 36.53% |
October 31, 2023 | 36.53% |
September 30, 2023 | 36.53% |
August 31, 2023 | 36.53% |
July 31, 2023 | 36.53% |
June 30, 2023 | 36.53% |
May 31, 2023 | 36.53% |
April 30, 2023 | 36.53% |
March 31, 2023 | 36.53% |
February 28, 2023 | 36.53% |
January 31, 2023 | 36.53% |
December 31, 2022 | 36.53% |
November 30, 2022 | 36.53% |
October 31, 2022 | 36.53% |
Date | Value |
---|---|
September 30, 2022 | 36.53% |
August 31, 2022 | 36.53% |
July 31, 2022 | 36.53% |
June 30, 2022 | 36.53% |
May 31, 2022 | 36.53% |
April 30, 2022 | 36.53% |
March 31, 2022 | 36.53% |
February 28, 2022 | 36.53% |
January 31, 2022 | 36.53% |
December 31, 2021 | 36.53% |
November 30, 2021 | 36.53% |
October 31, 2021 | 36.53% |
September 30, 2021 | 36.53% |
August 31, 2021 | 36.53% |
July 31, 2021 | 36.53% |
June 30, 2021 | 36.53% |
May 31, 2021 | 36.53% |
April 30, 2021 | 36.53% |
March 31, 2021 | 36.53% |
February 28, 2021 | 36.53% |
January 31, 2021 | 36.53% |
December 31, 2020 | 36.53% |
November 30, 2020 | 36.53% |
October 31, 2020 | 36.53% |
September 30, 2020 | 36.53% |
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
16.05%
Minimum
Nov 2019
36.53%
Maximum
Mar 2020
35.16%
Average
36.53%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.251 |
Beta (5Y) | 0.8642 |
Alpha (vs YCharts Benchmark) (5Y) | -3.251 |
Beta (vs YCharts Benchmark) (5Y) | 0.8642 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.55% |
Historical Sharpe Ratio (5Y) | 0.4504 |
Historical Sortino (5Y) | 0.4732 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.34% |