Invesco New York AMT-Free Muni Bd ETF (PZT)
22.85
+0.05
(+0.20%)
USD |
NYSEARCA |
May 03, 16:00
PZT Max Drawdown (5Y): 19.13% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 19.13% |
| March 31, 2024 | 19.13% |
| February 29, 2024 | 19.13% |
| January 31, 2024 | 19.13% |
| December 31, 2023 | 19.13% |
| November 30, 2023 | 19.13% |
| October 31, 2023 | 19.13% |
| September 30, 2023 | 19.13% |
| August 31, 2023 | 19.13% |
| July 31, 2023 | 19.13% |
| June 30, 2023 | 19.13% |
| May 31, 2023 | 19.13% |
| April 30, 2023 | 19.13% |
| March 31, 2023 | 19.13% |
| February 28, 2023 | 19.13% |
| January 31, 2023 | 19.13% |
| December 31, 2022 | 19.13% |
| November 30, 2022 | 19.13% |
| October 31, 2022 | 19.13% |
| September 30, 2022 | 17.27% |
| August 31, 2022 | 16.54% |
| July 31, 2022 | 16.54% |
| June 30, 2022 | 16.54% |
| May 31, 2022 | 16.54% |
| April 30, 2022 | 16.54% |
| Date | Value |
|---|---|
| March 31, 2022 | 16.54% |
| February 28, 2022 | 16.54% |
| January 31, 2022 | 16.54% |
| December 31, 2021 | 16.54% |
| November 30, 2021 | 16.54% |
| October 31, 2021 | 16.54% |
| September 30, 2021 | 16.54% |
| August 31, 2021 | 16.54% |
| July 31, 2021 | 16.54% |
| June 30, 2021 | 16.54% |
| May 31, 2021 | 16.54% |
| April 30, 2021 | 16.54% |
| March 31, 2021 | 16.54% |
| February 28, 2021 | 16.54% |
| January 31, 2021 | 16.54% |
| December 31, 2020 | 16.54% |
| November 30, 2020 | 16.54% |
| October 31, 2020 | 16.54% |
| September 30, 2020 | 16.54% |
| August 31, 2020 | 16.54% |
| July 31, 2020 | 16.54% |
| June 30, 2020 | 16.54% |
| May 31, 2020 | 16.54% |
| April 30, 2020 | 16.54% |
| March 31, 2020 | 16.54% |
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
7.34%
Minimum
May 2019
19.13%
Maximum
Oct 2022
15.84%
Average
16.54%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0111 |
| Beta (5Y) | 1.370 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.0111 |
| Beta (vs YCharts Benchmark) (5Y) | 1.370 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 9.19% |
| Historical Sharpe Ratio (5Y) | -0.1181 |
| Historical Sortino (5Y) | -0.1648 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.24% |