Invesco S&P MidCap 400® Pure Growth ETF (RFG)
39.19
-0.34
(-0.86%)
USD |
NYSEARCA |
Sep 29, 16:00
39.19
0.00 (0.00%)
Pre-Market: 20:00
RFG Max Drawdown (5Y): 42.92% for Sept. 30, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2023 | 42.92% |
August 31, 2023 | 42.92% |
July 31, 2023 | 42.92% |
June 30, 2023 | 42.92% |
May 31, 2023 | 42.92% |
April 30, 2023 | 42.92% |
March 31, 2023 | 42.92% |
February 28, 2023 | 42.92% |
January 31, 2023 | 42.92% |
December 31, 2022 | 42.92% |
November 30, 2022 | 42.92% |
October 31, 2022 | 42.92% |
September 30, 2022 | 42.92% |
August 31, 2022 | 42.92% |
July 31, 2022 | 42.92% |
June 30, 2022 | 42.92% |
May 31, 2022 | 42.92% |
April 30, 2022 | 42.92% |
March 31, 2022 | 42.92% |
February 28, 2022 | 42.92% |
January 31, 2022 | 42.92% |
December 31, 2021 | 42.92% |
November 30, 2021 | 42.92% |
October 31, 2021 | 42.92% |
September 30, 2021 | 42.92% |
Date | Value |
---|---|
August 31, 2021 | 42.92% |
July 31, 2021 | 42.92% |
June 30, 2021 | 42.92% |
May 31, 2021 | 42.92% |
April 30, 2021 | 42.92% |
March 31, 2021 | 42.92% |
February 28, 2021 | 42.92% |
January 31, 2021 | 42.92% |
December 31, 2020 | 42.92% |
November 30, 2020 | 42.92% |
October 31, 2020 | 42.92% |
September 30, 2020 | 42.92% |
August 31, 2020 | 42.92% |
July 31, 2020 | 42.92% |
June 30, 2020 | 42.92% |
May 31, 2020 | 42.92% |
April 30, 2020 | 42.92% |
March 31, 2020 | 42.92% |
February 29, 2020 | 26.38% |
January 31, 2020 | 26.38% |
December 31, 2019 | 26.38% |
November 30, 2019 | 26.38% |
October 31, 2019 | 26.38% |
September 30, 2019 | 26.38% |
August 31, 2019 | 26.38% |
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
23.73%
Minimum
Oct 2018
42.92%
Maximum
Mar 2020
38.14%
Average
42.92%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.258 |
Beta (5Y) | 1.168 |
Alpha (vs YCharts Benchmark) (5Y) | -3.129 |
Beta (vs YCharts Benchmark) (5Y) | 1.074 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.21% |
Historical Sharpe Ratio (5Y) | 0.2091 |
Historical Sortino (5Y) | 0.2681 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.65% |