Invesco S&P SmallCap Industrials ETF (PSCI)
144.18
-1.66
(-1.14%)
USD |
NASDAQ |
Nov 14, 16:00
144.00
-0.18
(-0.12%)
After-Hours: 20:00
PSCI Max Drawdown (5Y): 45.54% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 45.54% |
September 30, 2024 | 45.54% |
August 31, 2024 | 45.54% |
July 31, 2024 | 45.54% |
June 30, 2024 | 45.54% |
May 31, 2024 | 45.54% |
April 30, 2024 | 45.54% |
March 31, 2024 | 45.54% |
February 29, 2024 | 45.54% |
January 31, 2024 | 45.54% |
December 31, 2023 | 45.54% |
November 30, 2023 | 45.54% |
October 31, 2023 | 45.54% |
September 30, 2023 | 45.54% |
August 31, 2023 | 45.54% |
July 31, 2023 | 45.54% |
June 30, 2023 | 45.54% |
May 31, 2023 | 45.54% |
April 30, 2023 | 45.54% |
March 31, 2023 | 45.54% |
February 28, 2023 | 45.54% |
January 31, 2023 | 45.54% |
December 31, 2022 | 45.54% |
November 30, 2022 | 45.54% |
October 31, 2022 | 45.54% |
Date | Value |
---|---|
September 30, 2022 | 45.54% |
August 31, 2022 | 45.54% |
July 31, 2022 | 45.54% |
June 30, 2022 | 45.54% |
May 31, 2022 | 45.54% |
April 30, 2022 | 45.54% |
March 31, 2022 | 45.54% |
February 28, 2022 | 45.54% |
January 31, 2022 | 45.54% |
December 31, 2021 | 45.54% |
November 30, 2021 | 45.54% |
October 31, 2021 | 45.54% |
September 30, 2021 | 45.54% |
August 31, 2021 | 45.54% |
July 31, 2021 | 45.54% |
June 30, 2021 | 45.54% |
May 31, 2021 | 45.54% |
April 30, 2021 | 45.54% |
March 31, 2021 | 45.54% |
February 28, 2021 | 45.54% |
January 31, 2021 | 45.54% |
December 31, 2020 | 45.54% |
November 30, 2020 | 45.54% |
October 31, 2020 | 45.54% |
September 30, 2020 | 45.54% |
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
30.28%
Minimum
Nov 2019
45.54%
Maximum
Mar 2020
44.53%
Average
45.54%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.3096 |
Beta (5Y) | 1.231 |
Alpha (vs YCharts Benchmark) (5Y) | -0.1057 |
Beta (vs YCharts Benchmark) (5Y) | 1.089 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.79% |
Historical Sharpe Ratio (5Y) | 0.4556 |
Historical Sortino (5Y) | 0.5591 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.98% |