Invesco Solar ETF (TAN)
34.31
-1.26
(-3.54%)
USD |
NYSEARCA |
Nov 15, 16:00
34.55
+0.24
(+0.70%)
After-Hours: 20:00
TAN Max Drawdown (5Y): 69.71% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 69.71% |
| September 30, 2024 | 68.73% |
| August 31, 2024 | 68.00% |
| July 31, 2024 | 68.00% |
| June 30, 2024 | 67.50% |
| May 31, 2024 | 67.50% |
| April 30, 2024 | 67.50% |
| March 31, 2024 | 66.42% |
| February 29, 2024 | 66.42% |
| January 31, 2024 | 66.42% |
| December 31, 2023 | 66.42% |
| November 30, 2023 | 66.42% |
| October 31, 2023 | 66.42% |
| September 30, 2023 | 60.59% |
| August 31, 2023 | 60.59% |
| July 31, 2023 | 61.54% |
| June 30, 2023 | 61.54% |
| May 31, 2023 | 61.54% |
| April 30, 2023 | 61.54% |
| March 31, 2023 | 61.54% |
| February 28, 2023 | 61.54% |
| January 31, 2023 | 61.54% |
| December 31, 2022 | 61.54% |
| November 30, 2022 | 61.54% |
| October 31, 2022 | 61.54% |
| Date | Value |
|---|---|
| September 30, 2022 | 61.54% |
| August 31, 2022 | 61.54% |
| July 31, 2022 | 61.54% |
| June 30, 2022 | 61.54% |
| May 31, 2022 | 61.54% |
| April 30, 2022 | 61.54% |
| March 31, 2022 | 61.54% |
| February 28, 2022 | 62.59% |
| January 31, 2022 | 63.63% |
| December 31, 2021 | 63.63% |
| November 30, 2021 | 63.63% |
| October 31, 2021 | 63.80% |
| September 30, 2021 | 64.87% |
| August 31, 2021 | 65.24% |
| July 31, 2021 | 65.24% |
| June 30, 2021 | 65.24% |
| May 31, 2021 | 65.24% |
| April 30, 2021 | 65.24% |
| March 31, 2021 | 65.24% |
| February 28, 2021 | 65.24% |
| January 31, 2021 | 65.24% |
| December 31, 2020 | 65.24% |
| November 30, 2020 | 71.32% |
| October 31, 2020 | 71.32% |
| September 30, 2020 | 71.32% |
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
60.59%
Minimum
Aug 2023
71.32%
Maximum
Nov 2019
65.66%
Average
65.24%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.394 |
| Beta (5Y) | 1.487 |
| Alpha (vs YCharts Benchmark) (5Y) | -13.18 |
| Beta (vs YCharts Benchmark) (5Y) | 1.406 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.93% |
| Historical Sharpe Ratio (5Y) | 0.1038 |
| Historical Sortino (5Y) | 0.1857 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.38% |