Invesco S&P SmallCap Momentum ETF (XSMO)
49.30
+0.99 (+2.05%)
USD |
NYSEARCA |
Jan 31, 16:00
49.13
-0.17 (-0.35%)
After-Hours: 20:00
XSMO Max Drawdown (5Y): 39.39% for Jan. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
January 31, 2023 | 39.39% |
December 31, 2022 | 39.39% |
November 30, 2022 | 39.39% |
October 31, 2022 | 39.39% |
September 30, 2022 | 39.39% |
August 31, 2022 | 39.39% |
July 31, 2022 | 39.39% |
June 30, 2022 | 39.39% |
May 31, 2022 | 39.39% |
April 30, 2022 | 39.39% |
March 31, 2022 | 39.39% |
February 28, 2022 | 39.39% |
January 31, 2022 | 39.39% |
December 31, 2021 | 39.39% |
November 30, 2021 | 39.39% |
October 31, 2021 | 39.39% |
September 30, 2021 | 39.39% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Feb 2018
39.39%
Maximum
Mar 2020
35.23%
Average
39.39%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.9299 |
Beta (5Y) | 1.077 |
Alpha (vs YCharts Benchmark) (5Y) | 3.384 |
Beta (vs YCharts Benchmark) (5Y) | 0.9089 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.97% |
Historical Sharpe Ratio (5Y) | 0.4211 |
Historical Sortino (5Y) | 0.5227 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.20% |