Invesco S&P SmallCap Health Care ETF (PSCH)
44.58
-0.85
(-1.87%)
USD |
NASDAQ |
Nov 15, 14:12
PSCH Max Drawdown (5Y): 47.32% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.32% |
| September 30, 2024 | 47.32% |
| August 31, 2024 | 47.32% |
| July 31, 2024 | 47.32% |
| June 30, 2024 | 47.32% |
| May 31, 2024 | 47.32% |
| April 30, 2024 | 47.32% |
| March 31, 2024 | 47.32% |
| February 29, 2024 | 47.32% |
| January 31, 2024 | 47.32% |
| December 31, 2023 | 47.32% |
| November 30, 2023 | 47.32% |
| October 31, 2023 | 47.32% |
| September 30, 2023 | 43.15% |
| August 31, 2023 | 38.90% |
| July 31, 2023 | 38.90% |
| June 30, 2023 | 38.90% |
| May 31, 2023 | 38.90% |
| April 30, 2023 | 38.90% |
| March 31, 2023 | 38.90% |
| February 28, 2023 | 38.90% |
| January 31, 2023 | 38.90% |
| December 31, 2022 | 38.90% |
| November 30, 2022 | 38.90% |
| October 31, 2022 | 38.90% |
| Date | Value |
|---|---|
| September 30, 2022 | 38.90% |
| August 31, 2022 | 38.90% |
| July 31, 2022 | 38.90% |
| June 30, 2022 | 38.90% |
| May 31, 2022 | 38.90% |
| April 30, 2022 | 38.90% |
| March 31, 2022 | 38.90% |
| February 28, 2022 | 38.90% |
| January 31, 2022 | 38.90% |
| December 31, 2021 | 38.90% |
| November 30, 2021 | 38.90% |
| October 31, 2021 | 38.90% |
| September 30, 2021 | 38.90% |
| August 31, 2021 | 38.90% |
| July 31, 2021 | 38.90% |
| June 30, 2021 | 38.90% |
| May 31, 2021 | 38.90% |
| April 30, 2021 | 38.90% |
| March 31, 2021 | 38.90% |
| February 28, 2021 | 38.90% |
| January 31, 2021 | 38.90% |
| December 31, 2020 | 38.90% |
| November 30, 2020 | 38.90% |
| October 31, 2020 | 38.90% |
| September 30, 2020 | 38.90% |
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
30.70%
Minimum
Nov 2019
47.32%
Maximum
Oct 2023
40.25%
Average
38.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.590 |
| Beta (5Y) | 0.9694 |
| Alpha (vs YCharts Benchmark) (5Y) | -9.192 |
| Beta (vs YCharts Benchmark) (5Y) | 1.062 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.58% |
| Historical Sharpe Ratio (5Y) | -0.0091 |
| Historical Sortino (5Y) | -0.0122 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.74% |