Invesco 1-5 Yr Lad Invmt Gr Corp Bd ETF (PSB.TO)
17.22
0.00 (0.00%)
CAD |
TSX |
May 21, 16:00
PSB.TO Max Drawdown (5Y): 13.24% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 13.24% |
March 31, 2024 | 13.24% |
February 29, 2024 | 13.24% |
January 31, 2024 | 13.24% |
December 31, 2023 | 13.24% |
November 30, 2023 | 13.24% |
October 31, 2023 | 13.24% |
September 30, 2023 | 13.24% |
August 31, 2023 | 13.24% |
July 31, 2023 | 13.24% |
June 30, 2023 | 13.24% |
May 31, 2023 | 13.24% |
April 30, 2023 | 13.24% |
March 31, 2023 | 13.24% |
February 28, 2023 | 13.24% |
January 31, 2023 | 13.24% |
December 31, 2022 | 13.24% |
November 30, 2022 | 13.24% |
October 31, 2022 | 13.24% |
September 30, 2022 | 13.24% |
August 31, 2022 | 13.24% |
July 31, 2022 | 13.24% |
June 30, 2022 | 13.24% |
May 31, 2022 | 13.24% |
April 30, 2022 | 13.24% |
Date | Value |
---|---|
March 31, 2022 | 13.24% |
February 28, 2022 | 13.24% |
January 31, 2022 | 13.24% |
December 31, 2021 | 13.24% |
November 30, 2021 | 13.24% |
October 31, 2021 | 13.24% |
September 30, 2021 | 13.24% |
August 31, 2021 | 13.24% |
July 31, 2021 | 13.24% |
June 30, 2021 | 13.24% |
May 31, 2021 | 13.24% |
April 30, 2021 | 13.24% |
March 31, 2021 | 13.24% |
February 28, 2021 | 13.24% |
January 31, 2021 | 13.24% |
December 31, 2020 | 13.24% |
November 30, 2020 | 13.24% |
October 31, 2020 | 13.24% |
September 30, 2020 | 13.24% |
August 31, 2020 | 13.24% |
July 31, 2020 | 13.24% |
June 30, 2020 | 13.24% |
May 31, 2020 | 13.24% |
April 30, 2020 | 13.24% |
March 31, 2020 | 13.24% |
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
2.09%
Minimum
May 2019
13.24%
Maximum
Mar 2020
11.38%
Average
13.24%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.9701 |
Beta (5Y) | 0.5854 |
Alpha (vs YCharts Benchmark) (5Y) | 0.4959 |
Beta (vs YCharts Benchmark) (5Y) | 0.2122 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.77% |
Historical Sharpe Ratio (5Y) | -0.0333 |
Historical Sortino (5Y) | -0.0383 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.36% |