Invesco S&P 500® Equal Weight Utilts ETF (RSPU)
68.34
+1.03
(+1.53%)
USD |
NYSEARCA |
Nov 15, 16:00
68.27
-0.07
(-0.10%)
After-Hours: 20:00
RSPU Max Drawdown (5Y): 36.82% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 36.82% |
| September 30, 2024 | 36.82% |
| August 31, 2024 | 36.82% |
| July 31, 2024 | 36.82% |
| June 30, 2024 | 36.82% |
| May 31, 2024 | 36.82% |
| April 30, 2024 | 36.82% |
| March 31, 2024 | 36.82% |
| February 29, 2024 | 36.82% |
| January 31, 2024 | 36.82% |
| December 31, 2023 | 36.82% |
| November 30, 2023 | 36.82% |
| October 31, 2023 | 36.82% |
| September 30, 2023 | 36.82% |
| August 31, 2023 | 36.82% |
| July 31, 2023 | 36.82% |
| June 30, 2023 | 36.82% |
| May 31, 2023 | 36.82% |
| April 30, 2023 | 36.82% |
| March 31, 2023 | 36.82% |
| February 28, 2023 | 36.82% |
| January 31, 2023 | 36.82% |
| December 31, 2022 | 36.82% |
| November 30, 2022 | 36.82% |
| October 31, 2022 | 36.82% |
| Date | Value |
|---|---|
| September 30, 2022 | 36.82% |
| August 31, 2022 | 36.82% |
| July 31, 2022 | 36.82% |
| June 30, 2022 | 36.82% |
| May 31, 2022 | 36.82% |
| April 30, 2022 | 36.82% |
| March 31, 2022 | 36.82% |
| February 28, 2022 | 36.82% |
| January 31, 2022 | 36.82% |
| December 31, 2021 | 36.82% |
| November 30, 2021 | 36.82% |
| October 31, 2021 | 36.82% |
| September 30, 2021 | 36.82% |
| August 31, 2021 | 36.82% |
| July 31, 2021 | 36.82% |
| June 30, 2021 | 36.82% |
| May 31, 2021 | 36.82% |
| April 30, 2021 | 36.82% |
| March 31, 2021 | 36.82% |
| February 28, 2021 | 36.82% |
| January 31, 2021 | 36.82% |
| December 31, 2020 | 36.82% |
| November 30, 2020 | 36.82% |
| October 31, 2020 | 36.82% |
| September 30, 2020 | 36.82% |
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
14.16%
Minimum
Nov 2019
36.82%
Maximum
Mar 2020
35.31%
Average
36.82%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| First Trust Utilities AlphaDEX® ETF | 34.81% |
| Gabelli Utility Trust | 42.09% |
| iShares US Utilities ETF | 36.18% |
| Invesco Dorsey Wright Utilities Momt ETF | 35.59% |
| Vanguard Utilities ETF | 36.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.371 |
| Beta (5Y) | 0.6408 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.3265 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9864 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.45% |
| Historical Sharpe Ratio (5Y) | 0.2847 |
| Historical Sortino (5Y) | 0.3631 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.54% |