Invesco S&P 500® Equal Wt Hlth Care ETF (RSPH)
29.83
+0.12
(+0.39%)
USD |
NYSEARCA |
Apr 26, 16:00
29.85
+0.02
(+0.08%)
After-Hours: 20:00
RSPH Max Drawdown (5Y): 30.43% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 30.43% |
July 31, 2020 | 30.43% |
June 30, 2020 | 30.43% |
May 31, 2020 | 30.43% |
April 30, 2020 | 30.43% |
March 31, 2020 | 30.43% |
February 29, 2020 | 19.33% |
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
Apr 2019
30.43%
Maximum
Mar 2020
28.40%
Average
30.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.0797 |
Beta (5Y) | 0.8548 |
Alpha (vs YCharts Benchmark) (5Y) | -2.159 |
Beta (vs YCharts Benchmark) (5Y) | 1.130 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.72% |
Historical Sharpe Ratio (5Y) | 0.4644 |
Historical Sortino (5Y) | 0.6342 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.29% |