Invesco Dynamic Market ETF (PWC)
99.14
-4.62 (-4.45%)
USD |
NYSEARCA |
May 18, 16:00
PWC Max Drawdown (5Y): 39.44% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 39.44% |
| March 31, 2022 | 39.44% |
| February 28, 2022 | 39.44% |
| January 31, 2022 | 39.44% |
| December 31, 2021 | 39.44% |
| November 30, 2021 | 39.44% |
| October 31, 2021 | 39.44% |
| September 30, 2021 | 39.44% |
| August 31, 2021 | 39.44% |
| July 31, 2021 | 39.44% |
| June 30, 2021 | 39.44% |
| May 31, 2021 | 39.44% |
| April 30, 2021 | 39.44% |
| March 31, 2021 | 39.44% |
| February 28, 2021 | 39.44% |
| January 31, 2021 | 39.44% |
| December 31, 2020 | 39.44% |
| November 30, 2020 | 39.44% |
| October 31, 2020 | 39.44% |
| September 30, 2020 | 39.44% |
| August 31, 2020 | 39.44% |
| July 31, 2020 | 39.44% |
| June 30, 2020 | 39.44% |
| May 31, 2020 | 39.44% |
| April 30, 2020 | 39.44% |
| Date | Value |
|---|---|
| March 31, 2020 | 39.44% |
| February 29, 2020 | 21.73% |
| January 31, 2020 | 21.73% |
| December 31, 2019 | 21.73% |
| November 30, 2019 | 21.73% |
| October 31, 2019 | 21.73% |
| September 30, 2019 | 21.73% |
| August 31, 2019 | 21.73% |
| July 31, 2019 | 21.73% |
| June 30, 2019 | 21.73% |
| May 31, 2019 | 21.73% |
| April 30, 2019 | 21.73% |
| March 31, 2019 | 21.73% |
| February 28, 2019 | 21.73% |
| January 31, 2019 | 21.73% |
| December 31, 2018 | 21.73% |
| November 30, 2018 | 19.13% |
| October 31, 2018 | 19.13% |
| September 30, 2018 | 19.13% |
| August 31, 2018 | 19.13% |
| July 31, 2018 | 19.13% |
| June 30, 2018 | 19.13% |
| May 31, 2018 | 19.13% |
| April 30, 2018 | 19.13% |
| March 31, 2018 | 19.13% |
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
19.13%
Minimum
May 2017
39.44%
Maximum
Mar 2020
28.58%
Average
21.73%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.910 |
| Beta (5Y) | 0.9961 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.66% |
| Historical Sharpe Ratio (5Y) | 0.3211 |
| Historical Sortino (5Y) | 0.3268 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.80% |