Invesco Russell 1000 Low Beta Eq Wt ETF (USLB)
36.80
+1.06 (+2.95%)
USD |
NASDAQ |
Jun 24, 16:00
USLB Max Drawdown (5Y): 37.10% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 37.10% |
| April 30, 2022 | 37.10% |
| March 31, 2022 | 37.10% |
| February 28, 2022 | 37.10% |
| January 31, 2022 | 37.10% |
| December 31, 2021 | 37.10% |
| November 30, 2021 | 37.10% |
| October 31, 2021 | 37.10% |
| September 30, 2021 | 37.10% |
| August 31, 2021 | 37.10% |
| July 31, 2021 | 37.10% |
| June 30, 2021 | 37.10% |
| May 31, 2021 | 37.10% |
| April 30, 2021 | 37.10% |
| March 31, 2021 | 37.10% |
| February 28, 2021 | 37.10% |
| January 31, 2021 | 37.10% |
| December 31, 2020 | 37.10% |
| November 30, 2020 | 37.10% |
| October 31, 2020 | 37.10% |
| September 30, 2020 | 37.10% |
| August 31, 2020 | 37.10% |
| July 31, 2020 | 37.10% |
| June 30, 2020 | 37.10% |
| May 31, 2020 | 37.10% |
| Date | Value |
|---|---|
| April 30, 2020 | 37.10% |
| March 31, 2020 | 37.10% |
| February 29, 2020 | 18.09% |
| January 31, 2020 | 18.09% |
| December 31, 2019 | 18.09% |
| November 30, 2019 | 18.09% |
| October 31, 2019 | 18.09% |
| September 30, 2019 | 18.09% |
| August 31, 2019 | 18.09% |
| July 31, 2019 | 18.09% |
| June 30, 2019 | 18.09% |
| May 31, 2019 | 18.09% |
| April 30, 2019 | 18.09% |
| March 31, 2019 | 18.09% |
| February 28, 2019 | 18.09% |
| January 31, 2019 | 18.09% |
| December 31, 2018 | 18.09% |
| November 30, 2018 | 11.95% |
| October 31, 2018 | 11.95% |
| September 30, 2018 | 11.95% |
| August 31, 2018 | 11.95% |
| July 31, 2018 | 11.95% |
| June 30, 2018 | 11.95% |
| May 31, 2018 | 11.95% |
| April 30, 2018 | 11.95% |
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
11.95%
Minimum
Jun 2017
37.10%
Maximum
Mar 2020
24.80%
Average
18.09%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.860 |
| Beta (5Y) | 0.9025 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.27% |
| Historical Sharpe Ratio (5Y) | 0.5029 |
| Historical Sortino (5Y) | 0.454 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.35% |