Invesco Short Term Treasury ETF (TBLL)
105.51
+0.05
(+0.05%)
USD |
NYSEARCA |
May 02, 16:00
105.50
0.00 (0.00%)
After-Hours: 20:00
TBLL Max Drawdown (5Y): 0.61% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 0.61% |
| March 31, 2024 | 0.61% |
| February 29, 2024 | 0.61% |
| January 31, 2024 | 0.61% |
| December 31, 2023 | 0.61% |
| November 30, 2023 | 0.61% |
| October 31, 2023 | 0.61% |
| September 30, 2023 | 0.61% |
| August 31, 2023 | 0.61% |
| July 31, 2023 | 0.61% |
| June 30, 2023 | 0.61% |
| May 31, 2023 | 0.61% |
| April 30, 2023 | 0.61% |
| March 31, 2023 | 0.61% |
| February 28, 2023 | 0.61% |
| January 31, 2023 | 0.61% |
| December 31, 2022 | 0.61% |
| November 30, 2022 | 0.61% |
| October 31, 2022 | 0.61% |
| September 30, 2022 | 0.61% |
| August 31, 2022 | 0.61% |
| July 31, 2022 | 0.61% |
| June 30, 2022 | 0.61% |
| May 31, 2022 | 0.61% |
| April 30, 2022 | 0.61% |
| Date | Value |
|---|---|
| March 31, 2022 | 0.61% |
| February 28, 2022 | 0.61% |
| January 31, 2022 | 0.56% |
| December 31, 2021 | 0.56% |
| November 30, 2021 | 0.56% |
| October 31, 2021 | 0.56% |
| September 30, 2021 | 0.56% |
| August 31, 2021 | 0.56% |
| July 31, 2021 | 0.56% |
| June 30, 2021 | 0.56% |
| May 31, 2021 | 0.56% |
| April 30, 2021 | 0.56% |
| March 31, 2021 | 0.56% |
| February 28, 2021 | 0.56% |
| January 31, 2021 | 0.56% |
| December 31, 2020 | 0.56% |
| November 30, 2020 | 0.56% |
| October 31, 2020 | 0.56% |
| September 30, 2020 | 0.56% |
| August 31, 2020 | 0.56% |
| July 31, 2020 | 0.56% |
| June 30, 2020 | 0.56% |
| May 31, 2020 | 0.53% |
| April 30, 2020 | 0.52% |
| March 31, 2020 | 0.52% |
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
0.17%
Minimum
May 2019
0.61%
Maximum
Feb 2022
0.51%
Average
0.56%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.0087 |
| Beta (5Y) | 0.0202 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.0087 |
| Beta (vs YCharts Benchmark) (5Y) | 0.0202 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 0.66% |
| Historical Sharpe Ratio (5Y) | -0.0544 |
| Historical Sortino (5Y) | -0.2775 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 0.02% |