Invesco S&P 500® High Div Low Vol ETF (SPHD)
43.22
-0.18
(-0.41%)
USD |
NYSEARCA |
Apr 26, 16:00
43.24
+0.02
(+0.05%)
After-Hours: 18:34
SPHD Max Drawdown (5Y): 41.36% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 41.36% |
February 29, 2024 | 41.36% |
January 31, 2024 | 41.36% |
December 31, 2023 | 41.36% |
November 30, 2023 | 41.36% |
October 31, 2023 | 41.36% |
September 30, 2023 | 41.36% |
August 31, 2023 | 41.36% |
July 31, 2023 | 41.36% |
June 30, 2023 | 41.36% |
May 31, 2023 | 41.36% |
April 30, 2023 | 41.36% |
March 31, 2023 | 41.36% |
February 28, 2023 | 41.36% |
January 31, 2023 | 41.36% |
December 31, 2022 | 41.36% |
November 30, 2022 | 41.36% |
October 31, 2022 | 41.36% |
September 30, 2022 | 41.36% |
August 31, 2022 | 41.36% |
July 31, 2022 | 41.36% |
June 30, 2022 | 41.36% |
May 31, 2022 | 41.36% |
April 30, 2022 | 41.36% |
March 31, 2022 | 41.36% |
Date | Value |
---|---|
February 28, 2022 | 41.36% |
January 31, 2022 | 41.36% |
December 31, 2021 | 41.36% |
November 30, 2021 | 41.36% |
October 31, 2021 | 41.36% |
September 30, 2021 | 41.36% |
August 31, 2021 | 41.36% |
July 31, 2021 | 41.36% |
June 30, 2021 | 41.36% |
May 31, 2021 | 41.36% |
April 30, 2021 | 41.36% |
March 31, 2021 | 41.36% |
February 28, 2021 | 41.36% |
January 31, 2021 | 41.36% |
December 31, 2020 | 41.36% |
November 30, 2020 | 41.36% |
October 31, 2020 | 41.36% |
September 30, 2020 | 41.36% |
August 31, 2020 | 41.36% |
July 31, 2020 | 41.36% |
June 30, 2020 | 41.36% |
May 31, 2020 | 41.36% |
April 30, 2020 | 41.36% |
March 31, 2020 | 41.36% |
February 29, 2020 | 13.74% |
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
12.52%
Minimum
Apr 2019
41.36%
Maximum
Mar 2020
36.09%
Average
41.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.055 |
Beta (5Y) | 0.8761 |
Alpha (vs YCharts Benchmark) (5Y) | -4.729 |
Beta (vs YCharts Benchmark) (5Y) | 0.9749 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.49% |
Historical Sharpe Ratio (5Y) | 0.165 |
Historical Sortino (5Y) | 0.1758 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.63% |