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% |