Invesco DW Consumer Staples Momt ETF (PSL)
83.45
-0.29
(-0.35%)
USD |
NASDAQ |
Sep 29, 16:00
PSL Max Drawdown (5Y): 34.66% for Sept. 30, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2023 | 34.66% |
| August 31, 2023 | 34.66% |
| July 31, 2023 | 34.66% |
| June 30, 2023 | 34.66% |
| May 31, 2023 | 34.66% |
| April 30, 2023 | 34.66% |
| March 31, 2023 | 34.66% |
| February 28, 2023 | 34.66% |
| January 31, 2023 | 34.66% |
| December 31, 2022 | 34.66% |
| November 30, 2022 | 34.66% |
| October 31, 2022 | 34.66% |
| September 30, 2022 | 34.66% |
| August 31, 2022 | 34.66% |
| July 31, 2022 | 34.66% |
| June 30, 2022 | 34.66% |
| May 31, 2022 | 34.66% |
| April 30, 2022 | 34.66% |
| March 31, 2022 | 34.66% |
| February 28, 2022 | 34.66% |
| January 31, 2022 | 34.66% |
| December 31, 2021 | 34.66% |
| November 30, 2021 | 34.66% |
| October 31, 2021 | 34.66% |
| September 30, 2021 | 34.66% |
| Date | Value |
|---|---|
| August 31, 2021 | 34.66% |
| July 31, 2021 | 34.66% |
| June 30, 2021 | 34.66% |
| May 31, 2021 | 34.66% |
| April 30, 2021 | 34.66% |
| March 31, 2021 | 34.66% |
| February 28, 2021 | 34.66% |
| January 31, 2021 | 34.66% |
| December 31, 2020 | 34.66% |
| November 30, 2020 | 34.66% |
| October 31, 2020 | 34.66% |
| September 30, 2020 | 34.66% |
| August 31, 2020 | 34.66% |
| July 31, 2020 | 34.66% |
| June 30, 2020 | 34.66% |
| May 31, 2020 | 34.66% |
| April 30, 2020 | 34.66% |
| March 31, 2020 | 34.66% |
| February 29, 2020 | 14.94% |
| January 31, 2020 | 14.94% |
| December 31, 2019 | 14.94% |
| November 30, 2019 | 14.94% |
| October 31, 2019 | 14.94% |
| September 30, 2019 | 14.94% |
| August 31, 2019 | 14.94% |
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
11.77%
Minimum
Oct 2018
34.66%
Maximum
Mar 2020
28.97%
Average
34.66%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Invesco S&P SmallCap Consumer Stapl ETF | 33.60% |
| VanEck Gaming ETF | 56.40% |
| VanEck Environmental Svcs ETF | 41.01% |
| Ecofin Global Water ESG | 37.58% |
| ProShares Pet Care ETF | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.583 |
| Beta (5Y) | 0.7574 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.522 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9478 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.75% |
| Historical Sharpe Ratio (5Y) | 0.2227 |
| Historical Sortino (5Y) | 0.2449 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.55% |