Invesco Dorsey Wright Utilities Momt ETF (PUI)
34.73
+0.31
(+0.90%)
USD |
NASDAQ |
May 03, 16:00
34.65
-0.08
(-0.24%)
After-Hours: 20:00
PUI Max Drawdown (5Y): 36.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 36.00% |
March 31, 2024 | 36.00% |
February 29, 2024 | 36.00% |
January 31, 2024 | 36.00% |
December 31, 2023 | 36.00% |
November 30, 2023 | 36.00% |
October 31, 2023 | 36.00% |
September 30, 2023 | 36.00% |
August 31, 2023 | 36.00% |
July 31, 2023 | 36.00% |
June 30, 2023 | 36.00% |
May 31, 2023 | 36.00% |
April 30, 2023 | 36.00% |
March 31, 2023 | 36.00% |
February 28, 2023 | 36.00% |
January 31, 2023 | 36.00% |
December 31, 2022 | 36.00% |
November 30, 2022 | 36.00% |
October 31, 2022 | 36.00% |
September 30, 2022 | 36.00% |
August 31, 2022 | 36.00% |
July 31, 2022 | 36.00% |
June 30, 2022 | 36.00% |
May 31, 2022 | 36.00% |
April 30, 2022 | 36.00% |
Date | Value |
---|---|
March 31, 2022 | 36.00% |
February 28, 2022 | 36.00% |
January 31, 2022 | 36.00% |
December 31, 2021 | 36.00% |
November 30, 2021 | 36.00% |
October 31, 2021 | 36.00% |
September 30, 2021 | 36.00% |
August 31, 2021 | 36.00% |
July 31, 2021 | 36.00% |
June 30, 2021 | 36.00% |
May 31, 2021 | 36.00% |
April 30, 2021 | 36.00% |
March 31, 2021 | 36.00% |
February 28, 2021 | 36.00% |
January 31, 2021 | 36.00% |
December 31, 2020 | 36.00% |
November 30, 2020 | 36.00% |
October 31, 2020 | 36.00% |
September 30, 2020 | 36.00% |
August 31, 2020 | 36.00% |
July 31, 2020 | 36.00% |
June 30, 2020 | 36.00% |
May 31, 2020 | 36.00% |
April 30, 2020 | 36.00% |
March 31, 2020 | 36.00% |
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
17.50%
Minimum
May 2019
36.00%
Maximum
Mar 2020
32.91%
Average
36.00%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
First Trust Utilities AlphaDEX® ETF | 34.81% |
iShares US Utilities ETF | 36.18% |
Vanguard Utilities ETF | 36.43% |
Utilities Select Sector SPDR® ETF | 36.03% |
Fidelity MSCI Utilities ETF | 36.38% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.165 |
Beta (5Y) | 0.6173 |
Alpha (vs YCharts Benchmark) (5Y) | -2.274 |
Beta (vs YCharts Benchmark) (5Y) | 0.9251 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.26% |
Historical Sharpe Ratio (5Y) | 0.0013 |
Historical Sortino (5Y) | 0.0016 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.01% |