Invesco Dividend Income Investor (FSTUX)
24.02
+0.28 (+1.18%)
USD |
Mar 29 2023
FSTUX Max Drawdown (5Y): 31.88% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 31.88% |
January 31, 2023 | 31.88% |
December 31, 2022 | 31.88% |
November 30, 2022 | 31.88% |
October 31, 2022 | 31.88% |
September 30, 2022 | 31.88% |
August 31, 2022 | 31.88% |
July 31, 2022 | 31.88% |
June 30, 2022 | 31.88% |
May 31, 2022 | 31.88% |
April 30, 2022 | 31.88% |
March 31, 2022 | 31.88% |
February 28, 2022 | 31.88% |
January 31, 2022 | 31.88% |
December 31, 2021 | 31.88% |
November 30, 2021 | 31.88% |
October 31, 2021 | 31.88% |
September 30, 2021 | 31.88% |
August 31, 2021 | 31.88% |
July 31, 2021 | 31.88% |
June 30, 2021 | 31.88% |
May 31, 2021 | 31.88% |
April 30, 2021 | 31.88% |
March 31, 2021 | 31.88% |
February 28, 2021 | 31.88% |
Date | Value |
---|---|
January 31, 2021 | 31.88% |
December 31, 2020 | 31.88% |
November 30, 2020 | 31.88% |
October 31, 2020 | 31.88% |
September 30, 2020 | 31.88% |
August 31, 2020 | 31.88% |
July 31, 2020 | 31.88% |
June 30, 2020 | 31.88% |
May 31, 2020 | 31.88% |
April 30, 2020 | 31.88% |
March 31, 2020 | 31.88% |
February 29, 2020 | 13.29% |
January 31, 2020 | 13.29% |
December 31, 2019 | 13.29% |
November 30, 2019 | 13.29% |
October 31, 2019 | 13.29% |
September 30, 2019 | 13.29% |
August 31, 2019 | 13.29% |
July 31, 2019 | 13.29% |
June 30, 2019 | 13.29% |
May 31, 2019 | 13.29% |
April 30, 2019 | 13.29% |
March 31, 2019 | 13.29% |
February 28, 2019 | 13.29% |
January 31, 2019 | 13.29% |
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
10.70%
Minimum
Mar 2018
31.88%
Maximum
Mar 2020
24.06%
Average
31.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Zacks Dividend Investor | 35.27% |
Horizon Active Dividend Investor | 36.28% |
BNY Mellon Income Stock Inv | 44.15% |
Huber Select Large Cap Value Inv | 35.41% |
MainStay Epoch US Equity Yield Investor | 35.86% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.4838 |
Beta (5Y) | 0.6984 |
Alpha (vs YCharts Benchmark) (5Y) | 1.336 |
Beta (vs YCharts Benchmark) (5Y) | 0.744 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.39% |
Historical Sharpe Ratio (5Y) | 0.4294 |
Historical Sortino (5Y) | 0.4539 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.18% |