Invesco S&P SmallCap Energy ETF (PSCE)
55.96
+0.14
(+0.25%)
USD |
NASDAQ |
Apr 25, 16:00
55.95
-0.01
(-0.02%)
After-Hours: 20:00
PSCE Max Drawdown (5Y): 92.89% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 92.89% |
February 29, 2024 | 92.89% |
January 31, 2024 | 92.89% |
December 31, 2023 | 92.89% |
November 30, 2023 | 92.89% |
October 31, 2023 | 92.89% |
September 30, 2023 | 92.89% |
August 31, 2023 | 92.89% |
July 31, 2023 | 92.89% |
June 30, 2023 | 92.89% |
May 31, 2023 | 92.89% |
April 30, 2023 | 92.89% |
March 31, 2023 | 92.89% |
February 28, 2023 | 92.89% |
January 31, 2023 | 92.89% |
December 31, 2022 | 92.89% |
November 30, 2022 | 92.89% |
October 31, 2022 | 92.89% |
September 30, 2022 | 92.89% |
August 31, 2022 | 92.89% |
July 31, 2022 | 92.89% |
June 30, 2022 | 92.89% |
May 31, 2022 | 92.89% |
April 30, 2022 | 92.89% |
March 31, 2022 | 92.89% |
Date | Value |
---|---|
February 28, 2022 | 92.89% |
January 31, 2022 | 92.89% |
December 31, 2021 | 92.89% |
November 30, 2021 | 92.89% |
October 31, 2021 | 92.89% |
September 30, 2021 | 92.89% |
August 31, 2021 | 92.89% |
July 31, 2021 | 92.89% |
June 30, 2021 | 92.89% |
May 31, 2021 | 92.89% |
April 30, 2021 | 92.89% |
March 31, 2021 | 92.89% |
February 28, 2021 | 92.89% |
January 31, 2021 | 92.89% |
December 31, 2020 | 92.89% |
November 30, 2020 | 92.89% |
October 31, 2020 | 92.89% |
September 30, 2020 | 92.89% |
August 31, 2020 | 92.89% |
July 31, 2020 | 92.89% |
June 30, 2020 | 92.89% |
May 31, 2020 | 92.89% |
April 30, 2020 | 92.89% |
March 31, 2020 | 92.56% |
February 29, 2020 | 85.48% |
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
84.86%
Minimum
Apr 2019
92.89%
Maximum
Apr 2020
91.42%
Average
92.89%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.51 |
Beta (5Y) | 1.845 |
Alpha (vs YCharts Benchmark) (5Y) | -13.84 |
Beta (vs YCharts Benchmark) (5Y) | 1.343 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.99% |
Historical Sharpe Ratio (5Y) | 0.0016 |
Historical Sortino (5Y) | 0.0023 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.65% |