Invesco Equity and Income R (ACESX)
10.46
-0.21 (-1.97%)
USD |
May 18 2022
ACESX Max Drawdown (5Y): 29.22% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 29.22% |
| March 31, 2022 | 29.22% |
| February 28, 2022 | 29.22% |
| January 31, 2022 | 29.22% |
| December 31, 2021 | 29.22% |
| November 30, 2021 | 29.22% |
| October 31, 2021 | 29.22% |
| September 30, 2021 | 29.22% |
| August 31, 2021 | 29.22% |
| July 31, 2021 | 29.22% |
| June 30, 2021 | 29.22% |
| May 31, 2021 | 29.22% |
| April 30, 2021 | 29.22% |
| March 31, 2021 | 29.22% |
| February 28, 2021 | 29.22% |
| January 31, 2021 | 29.22% |
| December 31, 2020 | 29.22% |
| November 30, 2020 | 29.22% |
| October 31, 2020 | 29.22% |
| September 30, 2020 | 29.22% |
| August 31, 2020 | 29.22% |
| July 31, 2020 | 29.22% |
| June 30, 2020 | 29.22% |
| May 31, 2020 | 29.22% |
| April 30, 2020 | 29.22% |
| Date | Value |
|---|---|
| March 31, 2020 | 29.22% |
| February 29, 2020 | 17.38% |
| January 31, 2020 | 17.38% |
| December 31, 2019 | 17.38% |
| November 30, 2019 | 17.38% |
| October 31, 2019 | 17.38% |
| September 30, 2019 | 17.38% |
| August 31, 2019 | 17.38% |
| July 31, 2019 | 17.38% |
| June 30, 2019 | 17.38% |
| May 31, 2019 | 17.38% |
| April 30, 2019 | 17.38% |
| March 31, 2019 | 17.38% |
| February 28, 2019 | 17.38% |
| January 31, 2019 | 17.38% |
| December 31, 2018 | 17.38% |
| November 30, 2018 | 15.21% |
| October 31, 2018 | 15.21% |
| September 30, 2018 | 15.21% |
| August 31, 2018 | 15.21% |
| July 31, 2018 | 15.21% |
| June 30, 2018 | 15.21% |
| May 31, 2018 | 15.21% |
| April 30, 2018 | 15.21% |
| March 31, 2018 | 15.21% |
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
15.21%
Minimum
May 2017
29.22%
Maximum
Mar 2020
21.82%
Average
17.38%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.618 |
| Beta (5Y) | 0.7583 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.30% |
| Historical Sharpe Ratio (5Y) | 0.4849 |
| Historical Sortino (5Y) | 0.4783 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.83% |