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% |