Invesco Charter A (CHTRX)
15.33
-0.73 (-4.55%)
USD |
May 18 2022
CHTRX Max Drawdown (5Y): 34.73% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 34.73% |
| March 31, 2022 | 34.73% |
| February 28, 2022 | 34.73% |
| January 31, 2022 | 34.73% |
| December 31, 2021 | 34.73% |
| November 30, 2021 | 34.73% |
| October 31, 2021 | 34.73% |
| September 30, 2021 | 34.73% |
| August 31, 2021 | 34.73% |
| July 31, 2021 | 34.73% |
| June 30, 2021 | 34.73% |
| May 31, 2021 | 34.73% |
| April 30, 2021 | 34.73% |
| March 31, 2021 | 34.73% |
| February 28, 2021 | 34.73% |
| January 31, 2021 | 34.73% |
| December 31, 2020 | 34.73% |
| November 30, 2020 | 34.73% |
| October 31, 2020 | 34.73% |
| September 30, 2020 | 34.73% |
| August 31, 2020 | 34.73% |
| July 31, 2020 | 34.73% |
| June 30, 2020 | 34.73% |
| May 31, 2020 | 34.73% |
| April 30, 2020 | 34.73% |
| Date | Value |
|---|---|
| March 31, 2020 | 34.73% |
| February 29, 2020 | 19.94% |
| January 31, 2020 | 19.94% |
| December 31, 2019 | 19.94% |
| November 30, 2019 | 19.94% |
| October 31, 2019 | 19.94% |
| September 30, 2019 | 19.94% |
| August 31, 2019 | 19.94% |
| July 31, 2019 | 19.94% |
| June 30, 2019 | 19.94% |
| May 31, 2019 | 19.94% |
| April 30, 2019 | 19.94% |
| March 31, 2019 | 19.94% |
| February 28, 2019 | 19.94% |
| January 31, 2019 | 19.94% |
| December 31, 2018 | 19.94% |
| November 30, 2018 | 17.46% |
| October 31, 2018 | 17.46% |
| September 30, 2018 | 17.46% |
| August 31, 2018 | 17.46% |
| July 31, 2018 | 17.46% |
| June 30, 2018 | 17.46% |
| May 31, 2018 | 17.46% |
| April 30, 2018 | 17.46% |
| March 31, 2018 | 17.46% |
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
17.46%
Minimum
May 2017
34.73%
Maximum
Mar 2020
25.56%
Average
19.94%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Hartford Core Equity A | 33.49% |
| Invesco Rising Dividends A | 36.69% |
| Hartford Capital Appreciation A | 36.33% |
| Columbia Disciplined Core A | 34.22% |
| ClearBridge Appreciation A | 32.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.596 |
| Beta (5Y) | 0.9993 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.50% |
| Historical Sharpe Ratio (5Y) | 0.5454 |
| Historical Sortino (5Y) | 0.5423 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.80% |