Invesco Energy Fund Investor (FSTEX)

28.56 -1.80 (-5.93%) USD  |  Dec 16 2024
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FSTEX Max Drawdown (5Y): 77.43% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Rydex Energy Fund Investor 77.77%
Fidelity Advisor Energy Fund C 72.69%
JNL/Mellon Energy Sector Fund I 69.52%
Vanguard Energy Fund Investor 61.18%
Vanguard Energy Index Fund Admiral 69.49%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.4822
Beta (5Y) 1.239
Alpha (vs YCharts Benchmark) (5Y) -2.69
Beta (vs YCharts Benchmark) (5Y) 1.166
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 37.73%
Historical Sharpe Ratio (5Y) 0.3414
Historical Sortino (5Y) 0.4203
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.39%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:FSTEX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:FSTEX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.