Invesco Dorsey Wright Healthcare Momentum ETF (PTH)

40.38 -0.88 (-2.13%) USD  |  NASDAQ  |  Dec 27, 16:00
40.38 0.00 (0.00%) After-Hours: 20:00
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PTH Max Drawdown (5Y): 53.52% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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%
Virtus LifeSci Biotech Products ETF 44.32%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.187
Beta (5Y) 0.8303
Alpha (vs YCharts Benchmark) (5Y) -1.921
Beta (vs YCharts Benchmark) (5Y) 1.086
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 28.70%
Historical Sharpe Ratio (5Y) 0.2133
Historical Sortino (5Y) 0.37
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.71%