Invesco S&P SmallCap Momentum ETF (XSMO)
52.90
-0.22 (-0.42%)
USD |
Sep 16, 15:13
XSMO Max Drawdown (5Y): 39.39% for Aug. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2021 | 39.39% |
| July 31, 2021 | 39.39% |
| June 30, 2021 | 39.39% |
| May 31, 2021 | 39.39% |
| April 30, 2021 | 39.39% |
| March 31, 2021 | 39.39% |
| February 28, 2021 | 39.39% |
| January 31, 2021 | 39.39% |
| December 31, 2020 | 39.39% |
| November 30, 2020 | 39.39% |
| October 31, 2020 | 39.39% |
| September 30, 2020 | 39.39% |
| August 31, 2020 | 39.39% |
| July 31, 2020 | 39.39% |
| June 30, 2020 | 39.39% |
| May 31, 2020 | 39.39% |
| April 30, 2020 | 39.39% |
| March 31, 2020 | 39.39% |
| February 29, 2020 | 29.47% |
| January 31, 2020 | 29.47% |
| December 31, 2019 | 29.47% |
| November 30, 2019 | 29.47% |
| October 31, 2019 | 29.47% |
| September 30, 2019 | 29.47% |
| August 31, 2019 | 29.47% |
| Date | Value |
|---|---|
| July 31, 2019 | 29.47% |
| June 30, 2019 | 29.47% |
| May 31, 2019 | 29.47% |
| April 30, 2019 | 29.47% |
| March 31, 2019 | 29.47% |
| February 28, 2019 | 29.47% |
| January 31, 2019 | 29.47% |
| December 31, 2018 | 29.47% |
| November 30, 2018 | 29.30% |
| October 31, 2018 | 29.30% |
| September 30, 2018 | 29.30% |
| August 31, 2018 | 29.30% |
| July 31, 2018 | 29.30% |
| June 30, 2018 | 29.30% |
| May 31, 2018 | 29.30% |
| April 30, 2018 | 29.30% |
| March 31, 2018 | 29.30% |
| February 28, 2018 | 29.30% |
| January 31, 2018 | 29.30% |
| December 31, 2017 | 29.30% |
| November 30, 2017 | 29.30% |
| October 31, 2017 | 29.30% |
| September 30, 2017 | 29.30% |
| August 31, 2017 | 29.30% |
| July 31, 2017 | 29.30% |
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
29.30%
Minimum
Sep 2016
39.39%
Maximum
Mar 2020
32.37%
Average
29.47%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.560 |
| Beta (5Y) | 1.070 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.02% |
| Historical Sharpe Ratio (5Y) | 0.7705 |
| Historical Sortino (5Y) | 0.7954 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.47% |