Invesco S&P MidCap 400® Pure Value ETF (RFV)
85.37
+2.96 (+3.60%)
USD |
NYSEARCA |
Jun 24, 16:00
85.36
-0.01 (-0.01%)
After-Hours: 20:00
RFV Max Drawdown (5Y): 52.20% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2022 | 52.20% |
April 30, 2022 | 52.20% |
March 31, 2022 | 52.20% |
February 28, 2022 | 52.20% |
January 31, 2022 | 52.20% |
December 31, 2021 | 52.20% |
November 30, 2021 | 52.20% |
October 31, 2021 | 52.20% |
September 30, 2021 | 52.20% |
August 31, 2021 | 52.20% |
July 31, 2021 | 52.20% |
June 30, 2021 | 52.20% |
May 31, 2021 | 52.20% |
April 30, 2021 | 52.20% |
March 31, 2021 | 52.20% |
February 28, 2021 | 52.20% |
January 31, 2021 | 52.20% |
December 31, 2020 | 52.20% |
November 30, 2020 | 52.20% |
October 31, 2020 | 52.20% |
September 30, 2020 | 52.20% |
August 31, 2020 | 52.20% |
July 31, 2020 | 52.20% |
June 30, 2020 | 52.20% |
May 31, 2020 | 52.20% |
Date | Value |
---|---|
April 30, 2020 | 52.20% |
March 31, 2020 | 52.20% |
February 29, 2020 | 27.59% |
January 31, 2020 | 27.59% |
December 31, 2019 | 27.59% |
November 30, 2019 | 27.59% |
October 31, 2019 | 27.59% |
September 30, 2019 | 27.59% |
August 31, 2019 | 27.59% |
July 31, 2019 | 27.59% |
June 30, 2019 | 27.59% |
May 31, 2019 | 27.59% |
April 30, 2019 | 27.59% |
March 31, 2019 | 27.59% |
February 28, 2019 | 27.59% |
January 31, 2019 | 27.59% |
December 31, 2018 | 27.59% |
November 30, 2018 | 27.59% |
October 31, 2018 | 27.59% |
September 30, 2018 | 27.59% |
August 31, 2018 | 27.59% |
July 31, 2018 | 27.59% |
June 30, 2018 | 27.59% |
May 31, 2018 | 27.59% |
April 30, 2018 | 27.59% |
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
27.59%
Minimum
Jun 2017
52.20%
Maximum
Mar 2020
38.66%
Average
27.59%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.158 |
Beta (5Y) | 1.456 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.74% |
Historical Sharpe Ratio (5Y) | 0.4984 |
Historical Sortino (5Y) | 0.5599 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.17% |