Invesco S&P SmallCap Financials ETF (PSCF)
59.32
-0.41
(-0.69%)
USD |
NASDAQ |
Nov 14, 16:00
59.50
+0.18
(+0.30%)
Pre-Market: 20:00
PSCF Max Drawdown (5Y): 45.39% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 45.39% |
September 30, 2024 | 45.39% |
August 31, 2024 | 45.39% |
July 31, 2024 | 45.39% |
June 30, 2024 | 45.39% |
May 31, 2024 | 45.39% |
April 30, 2024 | 45.39% |
March 31, 2024 | 45.39% |
February 29, 2024 | 45.39% |
January 31, 2024 | 45.39% |
December 31, 2023 | 45.39% |
November 30, 2023 | 45.39% |
October 31, 2023 | 45.39% |
September 30, 2023 | 45.39% |
August 31, 2023 | 45.39% |
July 31, 2023 | 45.39% |
June 30, 2023 | 45.39% |
May 31, 2023 | 45.39% |
April 30, 2023 | 45.39% |
March 31, 2023 | 45.39% |
February 28, 2023 | 45.39% |
January 31, 2023 | 45.39% |
December 31, 2022 | 45.39% |
November 30, 2022 | 45.39% |
October 31, 2022 | 45.39% |
Date | Value |
---|---|
September 30, 2022 | 45.39% |
August 31, 2022 | 45.39% |
July 31, 2022 | 45.39% |
June 30, 2022 | 45.39% |
May 31, 2022 | 45.39% |
April 30, 2022 | 45.39% |
March 31, 2022 | 45.39% |
February 28, 2022 | 45.39% |
January 31, 2022 | 45.39% |
December 31, 2021 | 45.39% |
November 30, 2021 | 45.39% |
October 31, 2021 | 45.39% |
September 30, 2021 | 45.39% |
August 31, 2021 | 45.39% |
July 31, 2021 | 45.39% |
June 30, 2021 | 45.39% |
May 31, 2021 | 45.39% |
April 30, 2021 | 45.39% |
March 31, 2021 | 45.39% |
February 28, 2021 | 45.39% |
January 31, 2021 | 45.39% |
December 31, 2020 | 45.39% |
November 30, 2020 | 45.39% |
October 31, 2020 | 45.39% |
September 30, 2020 | 45.39% |
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
21.45%
Minimum
Nov 2019
45.39%
Maximum
Mar 2020
43.79%
Average
45.39%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.537 |
Beta (5Y) | 1.112 |
Alpha (vs YCharts Benchmark) (5Y) | -8.912 |
Beta (vs YCharts Benchmark) (5Y) | 1.032 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.92% |
Historical Sharpe Ratio (5Y) | 0.0432 |
Historical Sortino (5Y) | 0.0528 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.51% |