Invesco Growth and Income R (ACGLX)
23.56
+0.16 (+0.68%)
USD |
Aug 18 2022
ACGLX Max Drawdown (5Y): 42.37% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 42.37% |
| June 30, 2022 | 42.37% |
| May 31, 2022 | 42.37% |
| April 30, 2022 | 42.37% |
| March 31, 2022 | 42.37% |
| February 28, 2022 | 42.37% |
| January 31, 2022 | 42.37% |
| December 31, 2021 | 42.37% |
| November 30, 2021 | 42.37% |
| October 31, 2021 | 42.37% |
| September 30, 2021 | 42.37% |
| August 31, 2021 | 42.37% |
| July 31, 2021 | 42.37% |
| June 30, 2021 | 42.37% |
| May 31, 2021 | 42.37% |
| April 30, 2021 | 42.37% |
| March 31, 2021 | 42.37% |
| February 28, 2021 | 42.37% |
| January 31, 2021 | 42.37% |
| December 31, 2020 | 42.37% |
| November 30, 2020 | 42.37% |
| October 31, 2020 | 42.37% |
| September 30, 2020 | 42.37% |
| August 31, 2020 | 42.37% |
| July 31, 2020 | 42.37% |
| Date | Value |
|---|---|
| June 30, 2020 | 42.37% |
| May 31, 2020 | 42.37% |
| April 30, 2020 | 42.37% |
| March 31, 2020 | 42.37% |
| February 29, 2020 | 24.03% |
| January 31, 2020 | 24.03% |
| December 31, 2019 | 24.03% |
| November 30, 2019 | 24.03% |
| October 31, 2019 | 24.03% |
| September 30, 2019 | 24.03% |
| August 31, 2019 | 24.03% |
| July 31, 2019 | 24.03% |
| June 30, 2019 | 24.03% |
| May 31, 2019 | 24.03% |
| April 30, 2019 | 24.03% |
| March 31, 2019 | 24.03% |
| February 28, 2019 | 24.03% |
| January 31, 2019 | 24.03% |
| December 31, 2018 | 24.03% |
| November 30, 2018 | 21.21% |
| October 31, 2018 | 21.21% |
| September 30, 2018 | 21.21% |
| August 31, 2018 | 21.21% |
| July 31, 2018 | 21.21% |
| June 30, 2018 | 21.21% |
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
21.21%
Minimum
Aug 2017
42.37%
Maximum
Mar 2020
32.14%
Average
24.03%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Putnam Large Cap Value R5 | 36.04% |
| MassMutual Diversified Value R4 | 38.72% |
| MassMutual Fundamental Value R5 | 41.29% |
| AB Relative Value K | 36.43% |
| TIAA-CREF Large-Cap Value Retire | 38.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.474 |
| Beta (5Y) | 1.065 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.31% |
| Historical Sharpe Ratio (5Y) | 0.3912 |
| Historical Sortino (5Y) | 0.3945 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.49% |