Invesco S&P SmallCap Low Volatility ETF (XSLV)
48.94
-0.10
(-0.21%)
USD |
NYSEARCA |
Oct 09, 16:00
XSLV Max Drawdown (5Y) : 24.74% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 24.74% |
| August 31, 2026 | 24.74% |
| July 31, 2026 | 24.74% |
| June 30, 2026 | 24.74% |
| May 31, 2026 | 24.74% |
| April 30, 2026 | 24.74% |
| March 31, 2026 | 24.74% |
| February 28, 2026 | 24.74% |
| January 31, 2026 | 24.74% |
| December 31, 2025 | 24.74% |
| November 30, 2025 | 24.74% |
| October 31, 2025 | 31.35% |
| September 30, 2025 | 32.92% |
| August 31, 2025 | 35.84% |
| July 31, 2025 | 35.84% |
| June 30, 2025 | 36.25% |
| May 31, 2025 | 36.25% |
| April 30, 2025 | 40.79% |
| March 31, 2025 | 41.64% |
| February 28, 2025 | 44.30% |
| January 31, 2025 | 44.30% |
| December 31, 2024 | 44.30% |
| November 30, 2024 | 44.30% |
| October 31, 2024 | 44.30% |
| September 30, 2024 | 44.30% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 44.30% |
| August 31, 2022 | 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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.916 |
| Beta (5Y) | 0.7381 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.573 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7574 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.38% |
| Historical Sharpe Ratio (5Y) | -0.0345 |
| Historical Sortino (5Y) | -0.0614 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.82% |