Invesco S&P SmallCap Cnsmr Discret ETF (PSCD)
79.51
+3.12 (+4.09%)
USD |
NASDAQ |
Jun 24, 16:00
77.70
-1.81 (-2.28%)
After-Hours: 20:00
PSCD Max Drawdown (5Y): 56.57% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 56.57% |
| April 30, 2022 | 56.57% |
| March 31, 2022 | 56.57% |
| February 28, 2022 | 56.57% |
| January 31, 2022 | 56.57% |
| December 31, 2021 | 56.57% |
| November 30, 2021 | 56.57% |
| October 31, 2021 | 56.57% |
| September 30, 2021 | 56.57% |
| August 31, 2021 | 56.57% |
| July 31, 2021 | 56.57% |
| June 30, 2021 | 56.57% |
| May 31, 2021 | 56.57% |
| April 30, 2021 | 56.57% |
| March 31, 2021 | 56.57% |
| February 28, 2021 | 56.57% |
| January 31, 2021 | 56.57% |
| December 31, 2020 | 56.57% |
| November 30, 2020 | 56.57% |
| October 31, 2020 | 56.57% |
| September 30, 2020 | 56.57% |
| August 31, 2020 | 56.57% |
| July 31, 2020 | 56.57% |
| June 30, 2020 | 56.57% |
| May 31, 2020 | 56.57% |
| Date | Value |
|---|---|
| April 30, 2020 | 56.57% |
| March 31, 2020 | 56.57% |
| February 29, 2020 | 27.08% |
| January 31, 2020 | 27.08% |
| December 31, 2019 | 27.08% |
| November 30, 2019 | 27.08% |
| October 31, 2019 | 27.08% |
| September 30, 2019 | 27.08% |
| August 31, 2019 | 27.08% |
| July 31, 2019 | 27.08% |
| June 30, 2019 | 27.08% |
| May 31, 2019 | 27.08% |
| April 30, 2019 | 27.08% |
| March 31, 2019 | 27.08% |
| February 28, 2019 | 27.08% |
| January 31, 2019 | 27.08% |
| December 31, 2018 | 27.08% |
| November 30, 2018 | 26.48% |
| October 31, 2018 | 26.48% |
| September 30, 2018 | 26.48% |
| August 31, 2018 | 26.48% |
| July 31, 2018 | 26.48% |
| June 30, 2018 | 26.48% |
| May 31, 2018 | 26.48% |
| April 30, 2018 | 26.48% |
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
26.48%
Minimum
Jun 2017
56.57%
Maximum
Mar 2020
40.17%
Average
27.08%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.758 |
| Beta (5Y) | 1.476 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.44% |
| Historical Sharpe Ratio (5Y) | 0.4789 |
| Historical Sortino (5Y) | 0.5687 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.58% |