Invesco S&P 500 Eql Wght Financials ETF (RSPF)

73.26 +0.64 (+0.89%) USD  |  NYSEARCA  |  Dec 24, 16:00
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RSPF Max Drawdown (5Y): 44.77% for Nov. 30, 2024

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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First Trust Nasdaq Bank ETF 55.24%
First Trust NASDAQ ABA Community Bank Index Fund 49.30%
First Trust Financials AlphaDEX Fund 48.55%
iShares US Regional Banks ETF 55.53%
Invesco KBW High Dividend Yield Financial ETF 58.56%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.1434
Beta (5Y) 1.112
Alpha (vs YCharts Benchmark) (5Y) -0.2742
Beta (vs YCharts Benchmark) (5Y) 1.028
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 25.62%
Historical Sharpe Ratio (5Y) 0.4288
Historical Sortino (5Y) 0.4569
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.23%