Invesco S&P 500® Low Volatility ETF (SPLV)
64.45
+0.20
(+0.31%)
USD |
NYSEARCA |
Apr 24, 16:00
64.44
-0.01
(-0.02%)
After-Hours: 20:00
SPLV Max Drawdown (5Y): 36.25% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 36.25% |
February 29, 2024 | 36.25% |
January 31, 2024 | 36.25% |
December 31, 2023 | 36.25% |
November 30, 2023 | 36.25% |
October 31, 2023 | 36.25% |
September 30, 2023 | 36.25% |
August 31, 2023 | 36.25% |
July 31, 2023 | 36.25% |
June 30, 2023 | 36.25% |
May 31, 2023 | 36.25% |
April 30, 2023 | 36.25% |
March 31, 2023 | 36.25% |
February 28, 2023 | 36.25% |
January 31, 2023 | 36.25% |
December 31, 2022 | 36.25% |
November 30, 2022 | 36.25% |
October 31, 2022 | 36.25% |
September 30, 2022 | 36.25% |
August 31, 2022 | 36.25% |
July 31, 2022 | 36.25% |
June 30, 2022 | 36.25% |
May 31, 2022 | 36.25% |
April 30, 2022 | 36.25% |
March 31, 2022 | 36.25% |
Date | Value |
---|---|
February 28, 2022 | 36.25% |
January 31, 2022 | 36.25% |
December 31, 2021 | 36.25% |
November 30, 2021 | 36.25% |
October 31, 2021 | 36.25% |
September 30, 2021 | 36.25% |
August 31, 2021 | 36.25% |
July 31, 2021 | 36.25% |
June 30, 2021 | 36.25% |
May 31, 2021 | 36.25% |
April 30, 2021 | 36.25% |
March 31, 2021 | 36.25% |
February 28, 2021 | 36.25% |
January 31, 2021 | 36.25% |
December 31, 2020 | 36.25% |
November 30, 2020 | 36.25% |
October 31, 2020 | 36.25% |
September 30, 2020 | 36.25% |
August 31, 2020 | 36.25% |
July 31, 2020 | 36.25% |
June 30, 2020 | 36.25% |
May 31, 2020 | 36.25% |
April 30, 2020 | 36.25% |
March 31, 2020 | 36.25% |
February 29, 2020 | 12.52% |
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
11.51%
Minimum
Apr 2019
36.25%
Maximum
Mar 2020
31.73%
Average
36.25%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.938 |
Beta (5Y) | 0.6757 |
Alpha (vs YCharts Benchmark) (5Y) | -0.7207 |
Beta (vs YCharts Benchmark) (5Y) | 0.6736 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.53% |
Historical Sharpe Ratio (5Y) | 0.2953 |
Historical Sortino (5Y) | 0.3032 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.12% |