Invesco Aerospace & Defense ETF (PPA)
117.72
-0.89
(-0.75%)
USD |
NYSEARCA |
Nov 15, 16:00
117.72
0.00 (0.00%)
After-Hours: 20:00
PPA Max Drawdown (5Y): 43.91% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 43.91% |
| September 30, 2024 | 43.91% |
| August 31, 2024 | 43.91% |
| July 31, 2024 | 43.91% |
| June 30, 2024 | 43.91% |
| May 31, 2024 | 43.91% |
| April 30, 2024 | 43.91% |
| March 31, 2024 | 43.91% |
| February 29, 2024 | 43.91% |
| January 31, 2024 | 43.91% |
| December 31, 2023 | 43.91% |
| November 30, 2023 | 43.91% |
| October 31, 2023 | 43.91% |
| September 30, 2023 | 43.91% |
| August 31, 2023 | 43.91% |
| July 31, 2023 | 43.91% |
| June 30, 2023 | 43.91% |
| May 31, 2023 | 43.91% |
| April 30, 2023 | 43.91% |
| March 31, 2023 | 43.91% |
| February 28, 2023 | 43.91% |
| January 31, 2023 | 43.91% |
| December 31, 2022 | 43.91% |
| November 30, 2022 | 43.91% |
| October 31, 2022 | 43.91% |
| Date | Value |
|---|---|
| September 30, 2022 | 43.91% |
| August 31, 2022 | 43.91% |
| July 31, 2022 | 43.91% |
| June 30, 2022 | 43.91% |
| May 31, 2022 | 43.91% |
| April 30, 2022 | 43.91% |
| March 31, 2022 | 43.91% |
| February 28, 2022 | 43.91% |
| January 31, 2022 | 43.91% |
| December 31, 2021 | 43.91% |
| November 30, 2021 | 43.91% |
| October 31, 2021 | 43.91% |
| September 30, 2021 | 43.91% |
| August 31, 2021 | 43.91% |
| July 31, 2021 | 43.91% |
| June 30, 2021 | 43.91% |
| May 31, 2021 | 43.91% |
| April 30, 2021 | 43.91% |
| March 31, 2021 | 43.91% |
| February 28, 2021 | 43.91% |
| January 31, 2021 | 43.91% |
| December 31, 2020 | 43.91% |
| November 30, 2020 | 43.91% |
| October 31, 2020 | 43.91% |
| September 30, 2020 | 43.91% |
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
24.74%
Minimum
Nov 2019
43.91%
Maximum
Mar 2020
42.63%
Average
43.91%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| First Trust Indtls/PrdcrDurbAlphaDEX®ETF | 44.71% |
| iShares US Aerospace & Defense ETF | 51.00% |
| Vanguard Industrials ETF | 42.43% |
| Fidelity MSCI Industrials ETF | 42.29% |
| VanEck Environmental Svcs ETF | 41.01% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.17 |
| Beta (5Y) | 0.9753 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.6291 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9041 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.92% |
| Historical Sharpe Ratio (5Y) | 0.4186 |
| Historical Sortino (5Y) | 0.4441 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.56% |