Invesco FTSE RAFI Global Sm-Md ETF CAD (PZW.TO)
33.35
+0.84
(+2.58%)
CAD |
TSX |
May 07, 15:20
PZW.TO Max Drawdown (5Y): 32.46% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 32.46% |
March 31, 2024 | 32.46% |
February 29, 2024 | 32.46% |
January 31, 2024 | 32.46% |
December 31, 2023 | 32.46% |
November 30, 2023 | 32.46% |
October 31, 2023 | 32.46% |
September 30, 2023 | 32.46% |
August 31, 2023 | 32.46% |
July 31, 2023 | 32.46% |
June 30, 2023 | 32.46% |
May 31, 2023 | 32.46% |
April 30, 2023 | 32.46% |
March 31, 2023 | 32.46% |
February 28, 2023 | 32.46% |
January 31, 2023 | 32.46% |
December 31, 2022 | 32.46% |
November 30, 2022 | 32.46% |
October 31, 2022 | 32.46% |
September 30, 2022 | 32.46% |
August 31, 2022 | 32.46% |
July 31, 2022 | 32.46% |
June 30, 2022 | 32.46% |
May 31, 2022 | 32.46% |
April 30, 2022 | 32.46% |
Date | Value |
---|---|
March 31, 2022 | 32.46% |
February 28, 2022 | 32.46% |
January 31, 2022 | 32.46% |
December 31, 2021 | 32.46% |
November 30, 2021 | 32.46% |
October 31, 2021 | 32.46% |
September 30, 2021 | 32.46% |
August 31, 2021 | 32.46% |
July 31, 2021 | 32.46% |
June 30, 2021 | 32.46% |
May 31, 2021 | 32.46% |
April 30, 2021 | 32.46% |
March 31, 2021 | 32.46% |
February 28, 2021 | 32.46% |
January 31, 2021 | 32.46% |
December 31, 2020 | 32.46% |
November 30, 2020 | 32.46% |
October 31, 2020 | 32.46% |
September 30, 2020 | 32.46% |
August 31, 2020 | 32.46% |
July 31, 2020 | 32.46% |
June 30, 2020 | 32.46% |
May 31, 2020 | 32.46% |
April 30, 2020 | 32.46% |
March 31, 2020 | 31.72% |
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
17.64%
Minimum
May 2019
32.46%
Maximum
Apr 2020
29.97%
Average
32.46%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.104 |
Beta (5Y) | 0.9538 |
Alpha (vs YCharts Benchmark) (5Y) | 2.261 |
Beta (vs YCharts Benchmark) (5Y) | 0.7961 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.74% |
Historical Sharpe Ratio (5Y) | 0.2559 |
Historical Sortino (5Y) | 0.2951 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.53% |