Invesco S&P SmallCap Financials ETF (PSCF)

55.81 -0.03 (-0.05%) USD  |  NASDAQ  |  Dec 24, 16:00
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PSCF Max Drawdown (5Y): 45.39% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Invesco KBW Regional Banking ETF 52.79%
First Trust NASDAQ ABA Community Bank Index Fund 49.30%
SPDR S&P Bank ETF 53.11%
SPDR S&P Regional Banking ETF 54.98%
Invesco KBW High Dividend Yield Financial ETF 58.56%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -8.655
Beta (5Y) 1.123
Alpha (vs YCharts Benchmark) (5Y) -8.715
Beta (vs YCharts Benchmark) (5Y) 1.032
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 28.10%
Historical Sharpe Ratio (5Y) 0.092
Historical Sortino (5Y) 0.1127
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.51%