Invesco S&P 500® ex-Rate Snsv LowVol ETF (XRLV)
46.67
+0.13 (+0.28%)
USD |
NYSEARCA |
Jun 27, 16:00
XRLV Max Drawdown (5Y): 38.30% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 38.30% |
| April 30, 2022 | 38.30% |
| March 31, 2022 | 38.30% |
| February 28, 2022 | 38.30% |
| January 31, 2022 | 38.30% |
| December 31, 2021 | 38.30% |
| November 30, 2021 | 38.30% |
| October 31, 2021 | 38.30% |
| September 30, 2021 | 38.30% |
| August 31, 2021 | 38.30% |
| July 31, 2021 | 38.30% |
| June 30, 2021 | 38.30% |
| May 31, 2021 | 38.30% |
| April 30, 2021 | 38.30% |
| March 31, 2021 | 38.30% |
| February 28, 2021 | 38.30% |
| January 31, 2021 | 38.30% |
| December 31, 2020 | 38.30% |
| November 30, 2020 | 38.30% |
| October 31, 2020 | 38.30% |
| September 30, 2020 | 38.30% |
| August 31, 2020 | 38.30% |
| July 31, 2020 | 38.30% |
| June 30, 2020 | 38.30% |
| May 31, 2020 | 38.30% |
| Date | Value |
|---|---|
| April 30, 2020 | 38.30% |
| March 31, 2020 | 38.30% |
| February 29, 2020 | 16.47% |
| January 31, 2020 | 16.47% |
| December 31, 2019 | 16.47% |
| November 30, 2019 | 16.47% |
| October 31, 2019 | 16.47% |
| September 30, 2019 | 16.47% |
| August 31, 2019 | 16.47% |
| July 31, 2019 | 16.47% |
| June 30, 2019 | 16.47% |
| May 31, 2019 | 16.47% |
| April 30, 2019 | 16.47% |
| March 31, 2019 | 16.47% |
| February 28, 2019 | 16.47% |
| January 31, 2019 | 16.47% |
| December 31, 2018 | 16.47% |
| November 30, 2018 | 9.91% |
| October 31, 2018 | 9.91% |
| September 30, 2018 | 9.91% |
| August 31, 2018 | 9.91% |
| July 31, 2018 | 9.91% |
| June 30, 2018 | 9.91% |
| May 31, 2018 | 9.91% |
| April 30, 2018 | 9.91% |
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
9.91%
Minimum
Jun 2017
38.30%
Maximum
Mar 2020
24.32%
Average
16.47%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.419 |
| Beta (5Y) | 0.9003 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.28% |
| Historical Sharpe Ratio (5Y) | 0.7005 |
| Historical Sortino (5Y) | 0.6198 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.56% |