Invesco Growth Multi-Asset Allc ETF (PSMG)
16.21
-0.07 (-0.44%)
USD |
BATS |
Jul 05, 16:00
16.25
+0.04 (+0.25%)
Pre-Market: 20:00
PSMG Max Drawdown (5Y): 31.08% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 31.08% |
| May 31, 2022 | 31.08% |
| April 30, 2022 | 31.08% |
| March 31, 2022 | 31.08% |
| February 28, 2022 | 31.08% |
| January 31, 2022 | 31.08% |
| December 31, 2021 | 31.08% |
| November 30, 2021 | 31.08% |
| Date | Value |
|---|---|
| October 31, 2021 | 31.08% |
| September 30, 2021 | 31.08% |
| August 31, 2021 | 31.08% |
| July 31, 2021 | 31.08% |
| June 30, 2021 | 31.08% |
| May 31, 2021 | 31.08% |
| April 30, 2021 | 31.08% |
| March 31, 2021 | 31.08% |
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
31.08%
Minimum
Mar 2021
31.08%
Maximum
Mar 2021
31.08%
Average
31.08%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.595 |
| Beta (5Y) | 0.7642 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.03% |
| Historical Sharpe Ratio (5Y) | 0.4824 |
| Historical Sortino (5Y) | 0.4417 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.42% |