Invesco S&P 500® Eql Wght Comm Svcs ETF (RSPC)
28.86
+0.34
(+1.20%)
USD |
NYSEARCA |
May 03, 16:00
RSPC Max Drawdown (5Y): 38.03% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 38.03% |
March 31, 2024 | 38.03% |
February 29, 2024 | 38.03% |
January 31, 2024 | 38.03% |
December 31, 2023 | 38.03% |
November 30, 2023 | 38.03% |
October 31, 2023 | 38.03% |
September 30, 2023 | 38.03% |
August 31, 2023 | 38.03% |
July 31, 2023 | 38.03% |
June 30, 2023 | 38.03% |
May 31, 2023 | 38.03% |
April 30, 2023 | 38.03% |
March 31, 2023 | 38.03% |
February 28, 2023 | 38.03% |
January 31, 2023 | 38.03% |
December 31, 2022 | 38.03% |
November 30, 2022 | 38.03% |
October 31, 2022 | 38.03% |
September 30, 2022 | 38.03% |
August 31, 2022 | 33.52% |
July 31, 2022 | 33.52% |
June 30, 2022 | 33.52% |
May 31, 2022 | 33.52% |
April 30, 2022 | 33.52% |
Date | Value |
---|---|
March 31, 2022 | 33.52% |
February 28, 2022 | 33.52% |
January 31, 2022 | 33.52% |
December 31, 2021 | 33.52% |
November 30, 2021 | 33.52% |
October 31, 2021 | 33.52% |
September 30, 2021 | 33.52% |
August 31, 2021 | 33.52% |
July 31, 2021 | 33.52% |
June 30, 2021 | 33.52% |
May 31, 2021 | 33.52% |
April 30, 2021 | 33.52% |
March 31, 2021 | 33.52% |
February 28, 2021 | 33.52% |
January 31, 2021 | 33.52% |
December 31, 2020 | 33.52% |
November 30, 2020 | 33.52% |
October 31, 2020 | 33.52% |
September 30, 2020 | 33.52% |
August 31, 2020 | 33.52% |
July 31, 2020 | 33.52% |
June 30, 2020 | 33.52% |
May 31, 2020 | 33.52% |
April 30, 2020 | 33.52% |
March 31, 2020 | 33.52% |
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
18.04%
Minimum
May 2019
38.03%
Maximum
Sep 2022
32.44%
Average
33.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares US Telecommunications ETF | 40.42% |
SPDR® S&P Telecom ETF | 37.00% |
Gabelli Multimedia Trust Inc | 57.31% |
iShares Global Comm Services ETF | 43.91% |
Vanguard Communication Services ETF | 46.76% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.060 |
Beta (5Y) | 1.095 |
Alpha (vs YCharts Benchmark) (5Y) | -7.038 |
Beta (vs YCharts Benchmark) (5Y) | 0.8763 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.10% |
Historical Sharpe Ratio (5Y) | 0.0519 |
Historical Sortino (5Y) | 0.0663 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.59% |