Invesco S&P 500® Eql Wt Cnsm Stapl ETF (RHS)
170.39
+1.61 (+0.95%)
USD |
NYSEARCA |
May 27, 16:00
170.39
0.00 (0.00%)
After-Hours: 20:00
RHS Max Drawdown (5Y): 25.40% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 25.40% |
| March 31, 2022 | 25.40% |
| February 28, 2022 | 25.40% |
| January 31, 2022 | 25.40% |
| December 31, 2021 | 25.40% |
| November 30, 2021 | 25.40% |
| October 31, 2021 | 25.40% |
| September 30, 2021 | 25.40% |
| August 31, 2021 | 25.40% |
| July 31, 2021 | 25.40% |
| June 30, 2021 | 25.40% |
| May 31, 2021 | 25.40% |
| April 30, 2021 | 25.40% |
| March 31, 2021 | 25.40% |
| February 28, 2021 | 25.40% |
| January 31, 2021 | 25.40% |
| December 31, 2020 | 25.40% |
| November 30, 2020 | 25.40% |
| October 31, 2020 | 25.40% |
| September 30, 2020 | 25.40% |
| August 31, 2020 | 25.40% |
| July 31, 2020 | 25.40% |
| June 30, 2020 | 25.40% |
| May 31, 2020 | 25.40% |
| April 30, 2020 | 25.40% |
| Date | Value |
|---|---|
| March 31, 2020 | 25.40% |
| February 29, 2020 | 16.40% |
| January 31, 2020 | 16.40% |
| December 31, 2019 | 16.40% |
| November 30, 2019 | 16.40% |
| October 31, 2019 | 16.40% |
| September 30, 2019 | 16.40% |
| August 31, 2019 | 16.40% |
| July 31, 2019 | 16.40% |
| June 30, 2019 | 16.40% |
| May 31, 2019 | 16.40% |
| April 30, 2019 | 16.40% |
| March 31, 2019 | 16.40% |
| February 28, 2019 | 16.40% |
| January 31, 2019 | 16.40% |
| December 31, 2018 | 16.40% |
| November 30, 2018 | 13.34% |
| October 31, 2018 | 13.34% |
| September 30, 2018 | 13.34% |
| August 31, 2018 | 13.34% |
| July 31, 2018 | 13.34% |
| June 30, 2018 | 13.34% |
| May 31, 2018 | 13.34% |
| April 30, 2018 | 11.02% |
| March 31, 2018 | 10.86% |
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
10.86%
Minimum
May 2017
25.40%
Maximum
Mar 2020
18.84%
Average
16.40%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.451 |
| Beta (5Y) | 0.6169 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.85% |
| Historical Sharpe Ratio (5Y) | 0.656 |
| Historical Sortino (5Y) | 0.8166 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.77% |