Invesco S&P 500® Equal Weight Fincl ETF (RSPF)
60.96
-0.27
(-0.44%)
USD |
NYSEARCA |
Apr 26, 16:00
61.20
+0.24
(+0.39%)
Pre-Market: 20:00
RSPF Max Drawdown (5Y): 44.77% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 44.77% |
February 29, 2024 | 44.77% |
January 31, 2024 | 44.77% |
December 31, 2023 | 44.77% |
November 30, 2023 | 44.77% |
October 31, 2023 | 44.77% |
September 30, 2023 | 44.77% |
August 31, 2023 | 44.77% |
July 31, 2023 | 44.77% |
June 30, 2023 | 44.77% |
May 31, 2023 | 44.77% |
April 30, 2023 | 44.77% |
March 31, 2023 | 44.77% |
February 28, 2023 | 44.77% |
January 31, 2023 | 44.77% |
December 31, 2022 | 44.77% |
November 30, 2022 | 44.77% |
October 31, 2022 | 44.77% |
September 30, 2022 | 44.77% |
August 31, 2022 | 44.77% |
July 31, 2022 | 44.77% |
June 30, 2022 | 44.77% |
May 31, 2022 | 44.77% |
April 30, 2022 | 44.77% |
March 31, 2022 | 44.77% |
Date | Value |
---|---|
February 28, 2022 | 44.77% |
January 31, 2022 | 44.77% |
December 31, 2021 | 44.77% |
November 30, 2021 | 44.77% |
October 31, 2021 | 44.77% |
September 30, 2021 | 44.77% |
August 31, 2021 | 44.77% |
July 31, 2021 | 44.77% |
June 30, 2021 | 44.77% |
May 31, 2021 | 44.77% |
April 30, 2021 | 44.77% |
March 31, 2021 | 44.77% |
February 28, 2021 | 44.77% |
January 31, 2021 | 44.77% |
December 31, 2020 | 44.77% |
November 30, 2020 | 44.77% |
October 31, 2020 | 44.77% |
September 30, 2020 | 44.77% |
August 31, 2020 | 44.77% |
July 31, 2020 | 44.77% |
June 30, 2020 | 44.77% |
May 31, 2020 | 44.77% |
April 30, 2020 | 44.77% |
March 31, 2020 | 44.77% |
February 29, 2020 | 41.70% |
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
41.70%
Minimum
Apr 2019
44.77%
Maximum
Mar 2020
44.21%
Average
44.77%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
First Trust Nasdaq Bank ETF | 55.24% |
First Trust Financials AlphaDEX® ETF | 48.55% |
iShares US Regional Banks ETF | 55.53% |
SPDR® S&P Insurance ETF | 44.30% |
Invesco KBW Property & Casualty Ins ETF | 39.74% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.074 |
Beta (5Y) | 1.121 |
Alpha (vs YCharts Benchmark) (5Y) | -0.3409 |
Beta (vs YCharts Benchmark) (5Y) | 1.026 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.68% |
Historical Sharpe Ratio (5Y) | 0.3982 |
Historical Sortino (5Y) | 0.4301 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.23% |