Invesco S&P SmallCap Materials ETF (PSCM)
81.29
-0.15
(-0.18%)
USD |
NASDAQ |
Nov 15, 16:00
PSCM Max Drawdown (5Y): 51.33% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 51.33% |
| September 30, 2024 | 51.33% |
| August 31, 2024 | 51.33% |
| July 31, 2024 | 51.33% |
| June 30, 2024 | 51.33% |
| May 31, 2024 | 51.33% |
| April 30, 2024 | 51.33% |
| March 31, 2024 | 51.33% |
| February 29, 2024 | 51.33% |
| January 31, 2024 | 51.33% |
| December 31, 2023 | 51.33% |
| November 30, 2023 | 51.33% |
| October 31, 2023 | 51.33% |
| September 30, 2023 | 51.33% |
| August 31, 2023 | 51.33% |
| July 31, 2023 | 51.33% |
| June 30, 2023 | 51.33% |
| May 31, 2023 | 51.33% |
| April 30, 2023 | 51.33% |
| March 31, 2023 | 51.33% |
| February 28, 2023 | 51.33% |
| January 31, 2023 | 51.33% |
| December 31, 2022 | 51.33% |
| November 30, 2022 | 51.33% |
| October 31, 2022 | 51.33% |
| Date | Value |
|---|---|
| September 30, 2022 | 51.33% |
| August 31, 2022 | 51.33% |
| July 31, 2022 | 51.33% |
| June 30, 2022 | 51.33% |
| May 31, 2022 | 51.33% |
| April 30, 2022 | 51.33% |
| March 31, 2022 | 51.33% |
| February 28, 2022 | 51.33% |
| January 31, 2022 | 51.33% |
| December 31, 2021 | 51.33% |
| November 30, 2021 | 51.33% |
| October 31, 2021 | 51.33% |
| September 30, 2021 | 51.33% |
| August 31, 2021 | 51.33% |
| July 31, 2021 | 51.33% |
| June 30, 2021 | 51.33% |
| May 31, 2021 | 51.33% |
| April 30, 2021 | 51.33% |
| March 31, 2021 | 51.33% |
| February 28, 2021 | 51.33% |
| January 31, 2021 | 51.33% |
| December 31, 2020 | 51.33% |
| November 30, 2020 | 51.33% |
| October 31, 2020 | 51.33% |
| September 30, 2020 | 51.33% |
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
45.96%
Minimum
Nov 2019
51.33%
Maximum
Mar 2020
50.97%
Average
51.33%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Sprott Nickel Miners ETF | -- |
| Invesco MSCI Global Timber ETF | 45.74% |
| Invesco DW Basic Materials Momt ETF | 52.45% |
| VanEck Steel ETF | 61.90% |
| Amplify Lithium & Battery Tech ETF | 69.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.821 |
| Beta (5Y) | 1.247 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.0566 |
| Beta (vs YCharts Benchmark) (5Y) | 1.037 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.65% |
| Historical Sharpe Ratio (5Y) | 0.3569 |
| Historical Sortino (5Y) | 0.4956 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.70% |