Invesco Oil & Gas Services ETF (PXJ)
31.91
+0.22
(+0.69%)
USD |
NYSEARCA |
Apr 26, 14:21
PXJ Max Drawdown (5Y): 90.72% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 90.72% |
February 29, 2024 | 90.72% |
January 31, 2024 | 90.72% |
December 31, 2023 | 90.72% |
November 30, 2023 | 90.72% |
October 31, 2023 | 90.72% |
September 30, 2023 | 90.72% |
August 31, 2023 | 90.72% |
July 31, 2023 | 90.72% |
June 30, 2023 | 90.72% |
May 31, 2023 | 90.72% |
April 30, 2023 | 90.72% |
March 31, 2023 | 90.72% |
February 28, 2023 | 90.72% |
January 31, 2023 | 90.72% |
December 31, 2022 | 90.72% |
November 30, 2022 | 90.72% |
October 31, 2022 | 90.72% |
September 30, 2022 | 90.72% |
August 31, 2022 | 90.72% |
July 31, 2022 | 90.72% |
June 30, 2022 | 90.72% |
May 31, 2022 | 90.72% |
April 30, 2022 | 90.72% |
March 31, 2022 | 90.72% |
Date | Value |
---|---|
February 28, 2022 | 90.72% |
January 31, 2022 | 90.72% |
December 31, 2021 | 90.72% |
November 30, 2021 | 90.72% |
October 31, 2021 | 90.72% |
September 30, 2021 | 90.72% |
August 31, 2021 | 90.72% |
July 31, 2021 | 90.72% |
June 30, 2021 | 90.72% |
May 31, 2021 | 90.72% |
April 30, 2021 | 90.72% |
March 31, 2021 | 90.72% |
February 28, 2021 | 90.72% |
January 31, 2021 | 90.72% |
December 31, 2020 | 90.72% |
November 30, 2020 | 90.72% |
October 31, 2020 | 90.72% |
September 30, 2020 | 90.72% |
August 31, 2020 | 90.72% |
July 31, 2020 | 90.72% |
June 30, 2020 | 90.72% |
May 31, 2020 | 90.72% |
April 30, 2020 | 90.72% |
March 31, 2020 | 90.72% |
February 29, 2020 | 80.46% |
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
80.46%
Minimum
Apr 2019
90.72%
Maximum
Mar 2020
88.84%
Average
90.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.82 |
Beta (5Y) | 1.686 |
Alpha (vs YCharts Benchmark) (5Y) | -14.16 |
Beta (vs YCharts Benchmark) (5Y) | 1.188 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.65% |
Historical Sharpe Ratio (5Y) | -0.0363 |
Historical Sortino (5Y) | -0.0496 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.59% |