Invesco Dorsey Wright Healthcare MomtETF (PTH)
44.63
-0.79
(-1.74%)
USD |
NASDAQ |
Nov 15, 14:19
PTH Max Drawdown (5Y): 53.52% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 53.52% |
| September 30, 2024 | 53.52% |
| August 31, 2024 | 53.52% |
| July 31, 2024 | 53.52% |
| June 30, 2024 | 53.52% |
| May 31, 2024 | 53.52% |
| April 30, 2024 | 53.52% |
| March 31, 2024 | 53.52% |
| February 29, 2024 | 53.52% |
| January 31, 2024 | 53.52% |
| December 31, 2023 | 53.52% |
| November 30, 2023 | 53.52% |
| October 31, 2023 | 53.52% |
| September 30, 2023 | 47.35% |
| August 31, 2023 | 44.03% |
| July 31, 2023 | 43.18% |
| June 30, 2023 | 43.18% |
| May 31, 2023 | 43.18% |
| April 30, 2023 | 43.18% |
| March 31, 2023 | 43.18% |
| February 28, 2023 | 43.18% |
| January 31, 2023 | 43.18% |
| December 31, 2022 | 43.18% |
| November 30, 2022 | 43.18% |
| October 31, 2022 | 43.18% |
| Date | Value |
|---|---|
| September 30, 2022 | 43.18% |
| August 31, 2022 | 43.18% |
| July 31, 2022 | 43.18% |
| June 30, 2022 | 43.18% |
| May 31, 2022 | 40.90% |
| April 30, 2022 | 35.52% |
| March 31, 2022 | 35.30% |
| February 28, 2022 | 35.30% |
| January 31, 2022 | 35.30% |
| December 31, 2021 | 34.22% |
| November 30, 2021 | 34.22% |
| October 31, 2021 | 34.22% |
| September 30, 2021 | 34.22% |
| August 31, 2021 | 35.92% |
| July 31, 2021 | 35.92% |
| June 30, 2021 | 35.92% |
| May 31, 2021 | 35.92% |
| April 30, 2021 | 35.92% |
| March 31, 2021 | 36.52% |
| February 28, 2021 | 36.52% |
| January 31, 2021 | 36.52% |
| December 31, 2020 | 39.43% |
| November 30, 2020 | 42.34% |
| October 31, 2020 | 42.34% |
| September 30, 2020 | 42.34% |
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
34.22%
Minimum
Sep 2021
53.52%
Maximum
Oct 2023
43.17%
Average
42.34%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Invesco Biotechnology & Genome ETF | 37.84% |
| Invesco S&P SmallCap Health Care ETF | 47.32% |
| SPDR® S&P Health Care Equipment ETF | 49.92% |
| ALPS Medical Breakthroughs ETF | 63.06% |
| SPDR® S&P Biotech ETF | 63.89% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.2848 |
| Beta (5Y) | 0.8472 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.9192 |
| Beta (vs YCharts Benchmark) (5Y) | 1.112 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.69% |
| Historical Sharpe Ratio (5Y) | 0.2953 |
| Historical Sortino (5Y) | 0.5117 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.71% |