Invesco S&P SmallCap Hi Div Low Vol ETF (XSHD)
14.58
-0.20
(-1.33%)
USD |
BATS |
Apr 25, 16:00
14.62
+0.04
(+0.26%)
Pre-Market: 20:00
XSHD Max Drawdown (5Y): 49.49% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 49.49% |
February 29, 2024 | 49.49% |
January 31, 2024 | 49.49% |
December 31, 2023 | 49.49% |
November 30, 2023 | 49.49% |
October 31, 2023 | 49.49% |
September 30, 2023 | 49.49% |
August 31, 2023 | 49.49% |
July 31, 2023 | 49.49% |
June 30, 2023 | 49.49% |
May 31, 2023 | 49.49% |
April 30, 2023 | 49.49% |
March 31, 2023 | 49.49% |
February 28, 2023 | 49.49% |
January 31, 2023 | 49.49% |
December 31, 2022 | 49.49% |
November 30, 2022 | 49.49% |
October 31, 2022 | 49.49% |
September 30, 2022 | 49.49% |
August 31, 2022 | 49.49% |
July 31, 2022 | 49.49% |
June 30, 2022 | 49.49% |
May 31, 2022 | 49.49% |
April 30, 2022 | 49.49% |
March 31, 2022 | 49.49% |
Date | Value |
---|---|
February 28, 2022 | 49.49% |
January 31, 2022 | 49.49% |
December 31, 2021 | 49.49% |
November 30, 2021 | 49.49% |
October 31, 2021 | 49.49% |
September 30, 2021 | 49.49% |
August 31, 2021 | 49.49% |
July 31, 2021 | 49.49% |
June 30, 2021 | 49.49% |
May 31, 2021 | 49.49% |
April 30, 2021 | 49.49% |
March 31, 2021 | 49.49% |
February 28, 2021 | 49.49% |
January 31, 2021 | 49.49% |
December 31, 2020 | 49.49% |
November 30, 2020 | 49.49% |
October 31, 2020 | 49.49% |
September 30, 2020 | 49.49% |
August 31, 2020 | 49.49% |
July 31, 2020 | 49.49% |
June 30, 2020 | 49.49% |
May 31, 2020 | 49.49% |
April 30, 2020 | 49.49% |
March 31, 2020 | 49.02% |
February 29, 2020 | 19.93% |
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
19.93%
Minimum
Apr 2019
49.49%
Maximum
Apr 2020
44.07%
Average
49.49%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.11 |
Beta (5Y) | 1.158 |
Alpha (vs YCharts Benchmark) (5Y) | -11.12 |
Beta (vs YCharts Benchmark) (5Y) | 1.003 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.41% |
Historical Sharpe Ratio (5Y) | -0.1821 |
Historical Sortino (5Y) | -0.2018 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.20% |