Invesco DB US Dollar Bearish (UDN)
17.87
+0.12
(+0.70%)
USD |
NYSEARCA |
May 02, 16:00
17.88
0.00 (0.00%)
After-Hours: 20:00
UDN Max Drawdown (5Y): 25.73% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 25.73% |
| March 31, 2024 | 25.73% |
| February 29, 2024 | 25.73% |
| January 31, 2024 | 25.73% |
| December 31, 2023 | 25.73% |
| November 30, 2023 | 25.73% |
| October 31, 2023 | 25.73% |
| September 30, 2023 | 25.73% |
| August 31, 2023 | 25.73% |
| July 31, 2023 | 25.73% |
| June 30, 2023 | 25.73% |
| May 31, 2023 | 25.73% |
| April 30, 2023 | 25.73% |
| March 31, 2023 | 25.73% |
| February 28, 2023 | 25.73% |
| January 31, 2023 | 25.73% |
| December 31, 2022 | 25.73% |
| November 30, 2022 | 25.73% |
| October 31, 2022 | 25.73% |
| September 30, 2022 | 25.73% |
| August 31, 2022 | 23.60% |
| July 31, 2022 | 23.60% |
| June 30, 2022 | 23.60% |
| May 31, 2022 | 23.60% |
| April 30, 2022 | 23.60% |
| Date | Value |
|---|---|
| March 31, 2022 | 23.60% |
| February 28, 2022 | 23.80% |
| January 31, 2022 | 24.98% |
| December 31, 2021 | 25.56% |
| November 30, 2021 | 25.63% |
| October 31, 2021 | 26.38% |
| September 30, 2021 | 26.59% |
| August 31, 2021 | 26.59% |
| July 31, 2021 | 26.59% |
| June 30, 2021 | 26.59% |
| May 31, 2021 | 26.59% |
| April 30, 2021 | 26.59% |
| March 31, 2021 | 26.59% |
| February 28, 2021 | 26.59% |
| January 31, 2021 | 26.59% |
| December 31, 2020 | 26.59% |
| November 30, 2020 | 26.84% |
| October 31, 2020 | 27.39% |
| September 30, 2020 | 27.39% |
| August 31, 2020 | 27.87% |
| July 31, 2020 | 27.87% |
| June 30, 2020 | 27.87% |
| May 31, 2020 | 27.87% |
| April 30, 2020 | 27.87% |
| March 31, 2020 | 27.87% |
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
23.60%
Minimum
Mar 2022
27.87%
Maximum
May 2019
26.27%
Average
26.06%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.852 |
| Beta (5Y) | 0.1974 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.852 |
| Beta (vs YCharts Benchmark) (5Y) | 0.1974 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.78% |
| Historical Sharpe Ratio (5Y) | -0.5391 |
| Historical Sortino (5Y) | -0.9502 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.11% |