Invesco S&P MidCap 400 Pure Value ETF (RFV)

125.66 -0.52 (-0.41%) USD  |  NYSEARCA  |  Jul 18, 16:00
125.50 -0.16 (-0.13%) Pre-Market: 20:00
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RFV Max Drawdown (5Y): 31.07% for June 30, 2025

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Invesco S&P MidCap Value with Momentum ETF 27.75%
Invesco S&P SmallCap 600 Pure Value ETF 43.72%
Invesco S&P SmallCap Value with Momentum ETF 31.97%
Invesco S&P SmallCap 600 Revenue ETF 32.04%
Invesco S&P SmallCap High Div Low Vol ETF 36.84%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.088
Beta (5Y) 1.174
Alpha (vs YCharts Benchmark) (5Y) 8.387
Beta (vs YCharts Benchmark) (5Y) 1.028
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 21.58%
Historical Sharpe Ratio (5Y) 0.8492
Historical Sortino (5Y) 1.759
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.77%