Invesco S&P SmallCap Health Care ETF (PSCH)

45.13 -0.61 (-1.33%) USD  |  NASDAQ  |  Dec 27, 16:00
45.20 +0.07 (+0.16%) After-Hours: 20:00
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PSCH Max Drawdown (5Y): 47.32% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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 Dorsey Wright Healthcare Momentum ETF 53.52%
SPDR S&P Health Care Equipment ETF 49.92%
ALPS Medical Breakthroughs ETF 63.06%
SPDR S&P Biotech ETF 63.89%
Virtus LifeSci Biotech Products ETF 44.32%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -9.961
Beta (5Y) 0.9761
Alpha (vs YCharts Benchmark) (5Y) -7.884
Beta (vs YCharts Benchmark) (5Y) 1.038
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.68%
Historical Sharpe Ratio (5Y) -0.0078
Historical Sortino (5Y) -0.0105
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.74%