Invesco S&P 500® Equal Weight Tech ETF (RYT)
281.87
+8.40
(+3.07%)
USD |
NYSEARCA |
May 26, 16:00
281.94
+0.07
(+0.02%)
After-Hours: 20:00
RYT Max Drawdown (5Y): 33.67% for April 30, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2023 | 33.67% |
March 31, 2023 | 33.67% |
February 28, 2023 | 33.67% |
January 31, 2023 | 33.67% |
December 31, 2022 | 33.67% |
November 30, 2022 | 33.67% |
October 31, 2022 | 33.67% |
September 30, 2022 | 33.67% |
August 31, 2022 | 33.67% |
July 31, 2022 | 33.67% |
June 30, 2022 | 33.67% |
May 31, 2022 | 33.67% |
April 30, 2022 | 33.67% |
March 31, 2022 | 33.67% |
February 28, 2022 | 33.67% |
January 31, 2022 | 33.67% |
December 31, 2021 | 33.67% |
November 30, 2021 | 33.67% |
October 31, 2021 | 33.67% |
September 30, 2021 | 33.67% |
August 31, 2021 | 33.67% |
July 31, 2021 | 33.67% |
June 30, 2021 | 33.67% |
May 31, 2021 | 33.67% |
April 30, 2021 | 33.67% |
Date | Value |
---|---|
March 31, 2021 | 33.67% |
February 28, 2021 | 33.67% |
January 31, 2021 | 33.67% |
December 31, 2020 | 33.67% |
November 30, 2020 | 33.67% |
October 31, 2020 | 33.67% |
September 30, 2020 | 33.67% |
August 31, 2020 | 33.67% |
July 31, 2020 | 33.67% |
June 30, 2020 | 33.67% |
May 31, 2020 | 33.67% |
April 30, 2020 | 33.67% |
March 31, 2020 | 33.67% |
February 29, 2020 | 22.41% |
January 31, 2020 | 22.41% |
December 31, 2019 | 22.41% |
November 30, 2019 | 22.41% |
October 31, 2019 | 22.41% |
September 30, 2019 | 22.41% |
August 31, 2019 | 22.41% |
July 31, 2019 | 22.41% |
June 30, 2019 | 22.41% |
May 31, 2019 | 22.41% |
April 30, 2019 | 22.41% |
March 31, 2019 | 22.41% |
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
16.92%
Minimum
May 2018
33.67%
Maximum
Mar 2020
28.90%
Average
33.67%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.280 |
Beta (5Y) | 1.202 |
Alpha (vs YCharts Benchmark) (5Y) | -10.09 |
Beta (vs YCharts Benchmark) (5Y) | 0.9496 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.83% |
Historical Sharpe Ratio (5Y) | 0.6015 |
Historical Sortino (5Y) | 0.8182 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.23% |