Invesco California AMT-Free Muni Bd ETF (PWZ)
24.56
-0.03
(-0.12%)
USD |
NYSEARCA |
May 21, 14:46
PWZ Max Drawdown (5Y): 17.56% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 17.56% |
| March 31, 2024 | 17.56% |
| February 29, 2024 | 17.56% |
| January 31, 2024 | 17.56% |
| December 31, 2023 | 17.56% |
| November 30, 2023 | 17.56% |
| October 31, 2023 | 17.56% |
| September 30, 2023 | 17.56% |
| August 31, 2023 | 17.56% |
| July 31, 2023 | 17.56% |
| June 30, 2023 | 17.56% |
| May 31, 2023 | 17.56% |
| April 30, 2023 | 17.56% |
| March 31, 2023 | 17.56% |
| February 28, 2023 | 17.56% |
| January 31, 2023 | 17.56% |
| December 31, 2022 | 17.56% |
| November 30, 2022 | 17.56% |
| October 31, 2022 | 17.56% |
| September 30, 2022 | 16.31% |
| August 31, 2022 | 14.47% |
| July 31, 2022 | 14.47% |
| June 30, 2022 | 14.47% |
| May 31, 2022 | 14.47% |
| April 30, 2022 | 13.10% |
| Date | Value |
|---|---|
| March 31, 2022 | 13.10% |
| February 28, 2022 | 13.10% |
| January 31, 2022 | 13.10% |
| December 31, 2021 | 13.10% |
| November 30, 2021 | 13.10% |
| October 31, 2021 | 13.10% |
| September 30, 2021 | 13.10% |
| August 31, 2021 | 13.10% |
| July 31, 2021 | 13.10% |
| June 30, 2021 | 13.10% |
| May 31, 2021 | 13.10% |
| April 30, 2021 | 13.10% |
| March 31, 2021 | 13.10% |
| February 28, 2021 | 13.10% |
| January 31, 2021 | 13.10% |
| December 31, 2020 | 13.10% |
| November 30, 2020 | 13.10% |
| October 31, 2020 | 13.10% |
| September 30, 2020 | 13.10% |
| August 31, 2020 | 13.10% |
| July 31, 2020 | 13.10% |
| June 30, 2020 | 13.10% |
| May 31, 2020 | 13.10% |
| April 30, 2020 | 13.10% |
| March 31, 2020 | 13.10% |
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
7.29%
Minimum
May 2019
17.56%
Maximum
Oct 2022
13.69%
Average
13.10%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0105 |
| Beta (5Y) | 1.290 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.0105 |
| Beta (vs YCharts Benchmark) (5Y) | 1.290 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 8.17% |
| Historical Sharpe Ratio (5Y) | -0.1251 |
| Historical Sortino (5Y) | -0.1714 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.11% |