Invesco S&P 500® Equal Weight Energy ETF (RSPG)
81.47
-0.04
(-0.05%)
USD |
NYSEARCA |
May 08, 16:00
81.39
-0.08
(-0.10%)
After-Hours: 20:00
RSPG Max Drawdown (5Y): 73.83% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 73.83% |
March 31, 2024 | 73.83% |
February 29, 2024 | 73.83% |
January 31, 2024 | 73.83% |
December 31, 2023 | 73.83% |
November 30, 2023 | 73.83% |
October 31, 2023 | 73.83% |
September 30, 2023 | 73.83% |
August 31, 2023 | 73.83% |
July 31, 2023 | 73.83% |
June 30, 2023 | 73.83% |
May 31, 2023 | 73.83% |
April 30, 2023 | 73.83% |
March 31, 2023 | 73.83% |
February 28, 2023 | 73.83% |
January 31, 2023 | 73.83% |
December 31, 2022 | 73.83% |
November 30, 2022 | 73.83% |
October 31, 2022 | 73.83% |
September 30, 2022 | 73.83% |
August 31, 2022 | 73.83% |
July 31, 2022 | 73.83% |
June 30, 2022 | 73.83% |
May 31, 2022 | 73.83% |
April 30, 2022 | 73.83% |
Date | Value |
---|---|
March 31, 2022 | 73.83% |
February 28, 2022 | 73.83% |
January 31, 2022 | 73.83% |
December 31, 2021 | 73.83% |
November 30, 2021 | 73.83% |
October 31, 2021 | 73.83% |
September 30, 2021 | 73.83% |
August 31, 2021 | 73.83% |
July 31, 2021 | 73.83% |
June 30, 2021 | 73.83% |
May 31, 2021 | 73.83% |
April 30, 2021 | 73.83% |
March 31, 2021 | 73.83% |
February 28, 2021 | 73.83% |
January 31, 2021 | 73.83% |
December 31, 2020 | 73.83% |
November 30, 2020 | 73.83% |
October 31, 2020 | 73.83% |
September 30, 2020 | 73.83% |
August 31, 2020 | 73.83% |
July 31, 2020 | 73.83% |
June 30, 2020 | 73.83% |
May 31, 2020 | 73.83% |
April 30, 2020 | 73.83% |
March 31, 2020 | 73.83% |
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
57.48%
Minimum
May 2019
73.83%
Maximum
Mar 2020
71.10%
Average
73.83%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.043 |
Beta (5Y) | 1.541 |
Alpha (vs YCharts Benchmark) (5Y) | -0.5989 |
Beta (vs YCharts Benchmark) (5Y) | 1.135 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.45% |
Historical Sharpe Ratio (5Y) | 0.2512 |
Historical Sortino (5Y) | 0.3168 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.31% |