Invesco S&P 500® Equal Wt Hlth Care ETF (RSPH)
30.17
-0.33
(-1.08%)
USD |
NYSEARCA |
Nov 15, 12:14
RSPH Max Drawdown (5Y): 30.43% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 30.43% |
| September 30, 2024 | 30.43% |
| August 31, 2024 | 30.43% |
| July 31, 2024 | 30.43% |
| June 30, 2024 | 30.43% |
| May 31, 2024 | 30.43% |
| April 30, 2024 | 30.43% |
| March 31, 2024 | 30.43% |
| February 29, 2024 | 30.43% |
| January 31, 2024 | 30.43% |
| December 31, 2023 | 30.43% |
| November 30, 2023 | 30.43% |
| October 31, 2023 | 30.43% |
| September 30, 2023 | 30.43% |
| August 31, 2023 | 30.43% |
| July 31, 2023 | 30.43% |
| June 30, 2023 | 30.43% |
| May 31, 2023 | 30.43% |
| April 30, 2023 | 30.43% |
| March 31, 2023 | 30.43% |
| February 28, 2023 | 30.43% |
| January 31, 2023 | 30.43% |
| December 31, 2022 | 30.43% |
| November 30, 2022 | 30.43% |
| October 31, 2022 | 30.43% |
| Date | Value |
|---|---|
| September 30, 2022 | 30.43% |
| August 31, 2022 | 30.43% |
| July 31, 2022 | 30.43% |
| June 30, 2022 | 30.43% |
| May 31, 2022 | 30.43% |
| April 30, 2022 | 30.43% |
| March 31, 2022 | 30.43% |
| February 28, 2022 | 30.43% |
| January 31, 2022 | 30.43% |
| December 31, 2021 | 30.43% |
| November 30, 2021 | 30.43% |
| October 31, 2021 | 30.43% |
| September 30, 2021 | 30.43% |
| August 31, 2021 | 30.43% |
| July 31, 2021 | 30.43% |
| June 30, 2021 | 30.43% |
| May 31, 2021 | 30.43% |
| April 30, 2021 | 30.43% |
| March 31, 2021 | 30.43% |
| February 28, 2021 | 30.43% |
| January 31, 2021 | 30.43% |
| December 31, 2020 | 30.43% |
| November 30, 2020 | 30.43% |
| October 31, 2020 | 30.43% |
| September 30, 2020 | 30.43% |
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
19.33%
Minimum
Nov 2019
30.43%
Maximum
Mar 2020
29.69%
Average
30.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| iShares US Healthcare Providers ETF | 35.23% |
| iShares US Pharmaceuticals ETF | 32.21% |
| Invesco Pharmaceuticals ETF | 37.02% |
| First Trust Nasdaq Pharmaceuticals ETF | 32.11% |
| iShares Biotechnology ETF | 39.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.901 |
| Beta (5Y) | 0.8692 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.970 |
| Beta (vs YCharts Benchmark) (5Y) | 1.121 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.54% |
| Historical Sharpe Ratio (5Y) | 0.3506 |
| Historical Sortino (5Y) | 0.4831 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.29% |