Invesco S&P SmallCap Energy ETF (PSCE)
51.69
-0.19
(-0.37%)
USD |
NASDAQ |
Nov 14, 16:00
51.50
-0.19
(-0.37%)
After-Hours: 20:00
PSCE Max Drawdown (5Y): 92.89% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 92.89% |
| September 30, 2024 | 92.89% |
| August 31, 2024 | 92.89% |
| July 31, 2024 | 92.89% |
| June 30, 2024 | 92.89% |
| May 31, 2024 | 92.89% |
| April 30, 2024 | 92.89% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
92.89%
Maximum
Apr 2020
92.36%
Average
92.89%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.588 |
| Beta (5Y) | 1.769 |
| Alpha (vs YCharts Benchmark) (5Y) | -13.23 |
| Beta (vs YCharts Benchmark) (5Y) | 1.684 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.38% |
| Historical Sharpe Ratio (5Y) | 0.1624 |
| Historical Sortino (5Y) | 0.2183 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.45% |