Invesco S&P 500® Eql Wt Cnsm Stapl ETF (RSPS)
31.61
-0.43
(-1.34%)
USD |
NYSEARCA |
May 01, 16:00
31.81
+0.20
(+0.63%)
After-Hours: 20:00
RSPS Max Drawdown (5Y): 25.40% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 25.40% |
March 31, 2024 | 25.40% |
February 29, 2024 | 25.40% |
January 31, 2024 | 25.40% |
December 31, 2023 | 25.40% |
November 30, 2023 | 25.40% |
October 31, 2023 | 25.40% |
September 30, 2023 | 25.40% |
August 31, 2023 | 25.40% |
July 31, 2023 | 25.40% |
June 30, 2023 | 25.40% |
May 31, 2023 | 25.40% |
April 30, 2023 | 25.40% |
March 31, 2023 | 25.40% |
February 28, 2023 | 25.40% |
January 31, 2023 | 25.40% |
December 31, 2022 | 25.40% |
November 30, 2022 | 25.40% |
October 31, 2022 | 25.40% |
September 30, 2022 | 25.40% |
August 31, 2022 | 25.40% |
July 31, 2022 | 25.40% |
June 30, 2022 | 25.40% |
May 31, 2022 | 25.40% |
April 30, 2022 | 25.40% |
Date | Value |
---|---|
March 31, 2022 | 25.40% |
February 28, 2022 | 25.40% |
January 31, 2022 | 25.40% |
December 31, 2021 | 25.40% |
November 30, 2021 | 25.40% |
October 31, 2021 | 25.40% |
September 30, 2021 | 25.40% |
August 31, 2021 | 25.40% |
July 31, 2021 | 25.40% |
June 30, 2021 | 25.40% |
May 31, 2021 | 25.40% |
April 30, 2021 | 25.40% |
March 31, 2021 | 25.40% |
February 28, 2021 | 25.40% |
January 31, 2021 | 25.40% |
December 31, 2020 | 25.40% |
November 30, 2020 | 25.40% |
October 31, 2020 | 25.40% |
September 30, 2020 | 25.40% |
August 31, 2020 | 25.40% |
July 31, 2020 | 25.40% |
June 30, 2020 | 25.40% |
May 31, 2020 | 25.40% |
April 30, 2020 | 25.40% |
March 31, 2020 | 25.40% |
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
16.40%
Minimum
May 2019
25.40%
Maximum
Mar 2020
23.90%
Average
25.40%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.210 |
Beta (5Y) | 0.6149 |
Alpha (vs YCharts Benchmark) (5Y) | -3.252 |
Beta (vs YCharts Benchmark) (5Y) | 0.9961 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.73% |
Historical Sharpe Ratio (5Y) | 0.2688 |
Historical Sortino (5Y) | 0.3509 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.51% |