Invesco Global Focus R (GLVNX)
48.46
+0.62 (+1.30%)
USD |
Jul 01 2022
GLVNX Max Drawdown (5Y): 44.55% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 44.55% |
| May 31, 2022 | 42.61% |
| April 30, 2022 | 35.79% |
| March 31, 2022 | 34.68% |
| February 28, 2022 | 29.62% |
| January 31, 2022 | 29.62% |
| December 31, 2021 | 29.62% |
| November 30, 2021 | 29.62% |
| October 31, 2021 | 29.62% |
| September 30, 2021 | 29.62% |
| August 31, 2021 | 29.62% |
| July 31, 2021 | 29.62% |
| June 30, 2021 | 29.62% |
| May 31, 2021 | 29.62% |
| April 30, 2021 | 29.62% |
| March 31, 2021 | 29.62% |
| February 28, 2021 | 29.62% |
| January 31, 2021 | 29.62% |
| December 31, 2020 | 29.62% |
| November 30, 2020 | 29.62% |
| October 31, 2020 | 29.62% |
| September 30, 2020 | 29.62% |
| August 31, 2020 | 29.62% |
| July 31, 2020 | 29.62% |
| June 30, 2020 | 29.62% |
| Date | Value |
|---|---|
| May 31, 2020 | 29.62% |
| April 30, 2020 | 29.62% |
| March 31, 2020 | 29.62% |
| February 29, 2020 | 24.29% |
| January 31, 2020 | 24.29% |
| December 31, 2019 | 24.29% |
| November 30, 2019 | 24.29% |
| October 31, 2019 | 24.29% |
| September 30, 2019 | 24.29% |
| August 31, 2019 | 24.29% |
| July 31, 2019 | 24.29% |
| June 30, 2019 | 24.29% |
| May 31, 2019 | 24.29% |
| April 30, 2019 | 24.29% |
| March 31, 2019 | 24.29% |
| February 28, 2019 | 24.29% |
| January 31, 2019 | 24.29% |
| December 31, 2018 | 24.29% |
| November 30, 2018 | 23.88% |
| October 31, 2018 | 23.88% |
| September 30, 2018 | 23.88% |
| August 31, 2018 | 23.88% |
| July 31, 2018 | 23.88% |
| June 30, 2018 | 23.88% |
| May 31, 2018 | 23.88% |
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
23.88%
Minimum
Jul 2017
44.55%
Maximum
Jun 2022
27.31%
Average
24.29%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.049 |
| Beta (5Y) | 1.004 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.58% |
| Historical Sharpe Ratio (5Y) | 0.2848 |
| Historical Sortino (5Y) | 0.3841 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.16% |