Invesco S&P SmallCap Low Volatility ETF (XSLV)
50.33
-0.21
(-0.42%)
USD |
NYSEARCA |
Nov 13, 16:00
50.33
0.00 (0.00%)
After-Hours: 20:00
XSLV Max Drawdown (5Y): 44.30% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 44.30% |
| September 30, 2024 | 44.30% |
| August 31, 2024 | 44.30% |
| July 31, 2024 | 44.30% |
| June 30, 2024 | 44.30% |
| May 31, 2024 | 44.30% |
| April 30, 2024 | 44.30% |
| March 31, 2024 | 44.30% |
| February 29, 2024 | 44.30% |
| January 31, 2024 | 44.30% |
| December 31, 2023 | 44.30% |
| November 30, 2023 | 44.30% |
| October 31, 2023 | 44.30% |
| September 30, 2023 | 44.30% |
| August 31, 2023 | 44.30% |
| July 31, 2023 | 44.30% |
| June 30, 2023 | 44.30% |
| May 31, 2023 | 44.30% |
| April 30, 2023 | 44.30% |
| March 31, 2023 | 44.30% |
| February 28, 2023 | 44.30% |
| January 31, 2023 | 44.30% |
| December 31, 2022 | 44.30% |
| November 30, 2022 | 44.30% |
| October 31, 2022 | 44.30% |
| Date | Value |
|---|---|
| September 30, 2022 | 44.30% |
| August 31, 2022 | 44.30% |
| July 31, 2022 | 44.30% |
| June 30, 2022 | 44.30% |
| May 31, 2022 | 44.30% |
| April 30, 2022 | 44.30% |
| March 31, 2022 | 44.30% |
| February 28, 2022 | 44.30% |
| January 31, 2022 | 44.30% |
| December 31, 2021 | 44.30% |
| November 30, 2021 | 44.30% |
| October 31, 2021 | 44.30% |
| September 30, 2021 | 44.30% |
| August 31, 2021 | 44.30% |
| July 31, 2021 | 44.30% |
| June 30, 2021 | 44.30% |
| May 31, 2021 | 44.30% |
| April 30, 2021 | 44.30% |
| March 31, 2021 | 44.30% |
| February 28, 2021 | 44.30% |
| January 31, 2021 | 44.30% |
| December 31, 2020 | 44.30% |
| November 30, 2020 | 44.30% |
| October 31, 2020 | 44.30% |
| September 30, 2020 | 44.30% |
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
18.67%
Minimum
Nov 2019
44.30%
Maximum
Mar 2020
42.60%
Average
44.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.96 |
| Beta (5Y) | 0.9041 |
| Alpha (vs YCharts Benchmark) (5Y) | -6.140 |
| Beta (vs YCharts Benchmark) (5Y) | 0.791 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.70% |
| Historical Sharpe Ratio (5Y) | -0.0566 |
| Historical Sortino (5Y) | -0.0584 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.64% |