Invesco Aerospace & Defense ETF (PPA)
98.27
+0.16
(+0.16%)
USD |
NYSEARCA |
Apr 19, 16:00
98.27
0.00 (0.00%)
After-Hours: 16:20
PPA Max Drawdown (5Y): 43.91% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 43.91% |
July 31, 2020 | 43.91% |
June 30, 2020 | 43.91% |
May 31, 2020 | 43.91% |
April 30, 2020 | 43.91% |
March 31, 2020 | 43.91% |
February 29, 2020 | 24.74% |
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
Apr 2019
43.91%
Maximum
Mar 2020
40.40%
Average
43.91%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.126 |
Beta (5Y) | 0.9668 |
Alpha (vs YCharts Benchmark) (5Y) | 0.6296 |
Beta (vs YCharts Benchmark) (5Y) | 0.8784 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.91% |
Historical Sharpe Ratio (5Y) | 0.4743 |
Historical Sortino (5Y) | 0.5134 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.56% |