Invesco S&P SmallCap Ult & Comnc Svc ETF (PSCU)
51.99
+1.04
(+2.04%)
USD |
NASDAQ |
May 09, 16:00
PSCU Max Drawdown (5Y): 29.97% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 29.97% |
March 31, 2024 | 29.97% |
February 29, 2024 | 29.97% |
January 31, 2024 | 29.97% |
December 31, 2023 | 29.97% |
November 30, 2023 | 29.97% |
October 31, 2023 | 29.97% |
September 30, 2023 | 28.70% |
August 31, 2023 | 28.70% |
July 31, 2023 | 28.70% |
June 30, 2023 | 28.70% |
May 31, 2023 | 28.70% |
April 30, 2023 | 28.70% |
March 31, 2023 | 28.70% |
February 28, 2023 | 28.70% |
January 31, 2023 | 28.70% |
December 31, 2022 | 28.70% |
November 30, 2022 | 28.70% |
October 31, 2022 | 28.70% |
September 30, 2022 | 28.70% |
August 31, 2022 | 28.70% |
July 31, 2022 | 28.70% |
June 30, 2022 | 28.70% |
May 31, 2022 | 28.70% |
April 30, 2022 | 28.70% |
Date | Value |
---|---|
March 31, 2022 | 28.70% |
February 28, 2022 | 28.70% |
January 31, 2022 | 28.70% |
December 31, 2021 | 28.70% |
November 30, 2021 | 28.70% |
October 31, 2021 | 28.70% |
September 30, 2021 | 28.70% |
August 31, 2021 | 28.70% |
July 31, 2021 | 28.70% |
June 30, 2021 | 28.70% |
May 31, 2021 | 28.70% |
April 30, 2021 | 28.70% |
March 31, 2021 | 28.70% |
February 28, 2021 | 28.70% |
January 31, 2021 | 28.70% |
December 31, 2020 | 28.70% |
November 30, 2020 | 28.70% |
October 31, 2020 | 28.70% |
September 30, 2020 | 28.70% |
August 31, 2020 | 28.70% |
July 31, 2020 | 28.70% |
June 30, 2020 | 28.70% |
May 31, 2020 | 28.70% |
April 30, 2020 | 28.70% |
March 31, 2020 | 28.70% |
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
18.52%
Minimum
May 2019
29.97%
Maximum
Oct 2023
27.15%
Average
28.70%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.666 |
Beta (5Y) | 0.7695 |
Alpha (vs YCharts Benchmark) (5Y) | -3.054 |
Beta (vs YCharts Benchmark) (5Y) | 0.4676 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.82% |
Historical Sharpe Ratio (5Y) | -0.0636 |
Historical Sortino (5Y) | -0.0902 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.20% |