Invesco S&P SmallCap Info Tech ETF (PSCT)
42.88
+0.46
(+1.08%)
USD |
NASDAQ |
Apr 22, 16:00
42.59
-0.29
(-0.68%)
After-Hours: 20:00
PSCT Max Drawdown (5Y): 40.44% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 40.44% |
February 29, 2024 | 40.44% |
January 31, 2024 | 40.44% |
December 31, 2023 | 40.44% |
November 30, 2023 | 40.44% |
October 31, 2023 | 40.44% |
September 30, 2023 | 40.44% |
August 31, 2023 | 40.44% |
July 31, 2023 | 40.44% |
June 30, 2023 | 40.44% |
May 31, 2023 | 40.44% |
April 30, 2023 | 40.44% |
March 31, 2023 | 40.44% |
February 28, 2023 | 40.44% |
January 31, 2023 | 40.44% |
December 31, 2022 | 40.44% |
November 30, 2022 | 40.44% |
October 31, 2022 | 40.44% |
September 30, 2022 | 40.44% |
August 31, 2022 | 40.44% |
July 31, 2022 | 40.44% |
June 30, 2022 | 40.44% |
May 31, 2022 | 40.44% |
April 30, 2022 | 40.44% |
March 31, 2022 | 40.44% |
Date | Value |
---|---|
February 28, 2022 | 40.44% |
January 31, 2022 | 40.44% |
December 31, 2021 | 40.44% |
November 30, 2021 | 40.44% |
October 31, 2021 | 40.44% |
September 30, 2021 | 40.44% |
August 31, 2021 | 40.44% |
July 31, 2021 | 40.44% |
June 30, 2021 | 40.44% |
May 31, 2021 | 40.44% |
April 30, 2021 | 40.44% |
March 31, 2021 | 40.44% |
February 28, 2021 | 40.44% |
January 31, 2021 | 40.44% |
December 31, 2020 | 40.44% |
November 30, 2020 | 40.44% |
October 31, 2020 | 40.44% |
September 30, 2020 | 40.44% |
August 31, 2020 | 40.44% |
July 31, 2020 | 40.44% |
June 30, 2020 | 40.44% |
May 31, 2020 | 40.44% |
April 30, 2020 | 40.44% |
March 31, 2020 | 40.44% |
February 29, 2020 | 28.45% |
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
28.45%
Minimum
Apr 2019
40.44%
Maximum
Mar 2020
38.24%
Average
40.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.555 |
Beta (5Y) | 1.219 |
Alpha (vs YCharts Benchmark) (5Y) | -12.09 |
Beta (vs YCharts Benchmark) (5Y) | 0.9518 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.82% |
Historical Sharpe Ratio (5Y) | 0.3496 |
Historical Sortino (5Y) | 0.5304 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.71% |