Invesco S&P 500® Equal Weight Fincl ETF (RSPF)
75.22
-0.26
(-0.34%)
USD |
NYSEARCA |
Nov 14, 16:00
75.15
-0.07
(-0.09%)
Pre-Market: 20:00
RSPF Max Drawdown (5Y): 44.77% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 44.77% |
| September 30, 2024 | 44.77% |
| August 31, 2024 | 44.77% |
| July 31, 2024 | 44.77% |
| June 30, 2024 | 44.77% |
| May 31, 2024 | 44.77% |
| April 30, 2024 | 44.77% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
44.77%
Maximum
Mar 2020
44.57%
Average
44.77%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Invesco KBW Property & Casualty Ins ETF | 39.74% |
| 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% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.6283 |
| Beta (5Y) | 1.103 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.0841 |
| Beta (vs YCharts Benchmark) (5Y) | 1.031 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.50% |
| Historical Sharpe Ratio (5Y) | 0.3933 |
| Historical Sortino (5Y) | 0.4187 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.23% |