Invesco Small Cap Growth Inv (GTSIX)
28.34
+0.22 (+0.78%)
USD |
Aug 05 2022
GTSIX Max Drawdown (5Y): 47.02% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 47.02% |
| June 30, 2022 | 47.02% |
| May 31, 2022 | 44.51% |
| April 30, 2022 | 37.01% |
| March 31, 2022 | 37.01% |
| February 28, 2022 | 37.01% |
| January 31, 2022 | 37.01% |
| December 31, 2021 | 37.01% |
| November 30, 2021 | 37.01% |
| October 31, 2021 | 37.01% |
| September 30, 2021 | 37.01% |
| August 31, 2021 | 37.01% |
| July 31, 2021 | 37.01% |
| June 30, 2021 | 37.01% |
| May 31, 2021 | 37.01% |
| April 30, 2021 | 37.01% |
| March 31, 2021 | 37.01% |
| February 28, 2021 | 37.01% |
| January 31, 2021 | 37.01% |
| December 31, 2020 | 37.01% |
| November 30, 2020 | 37.01% |
| October 31, 2020 | 37.01% |
| September 30, 2020 | 37.01% |
| August 31, 2020 | 37.01% |
| July 31, 2020 | 37.01% |
| Date | Value |
|---|---|
| June 30, 2020 | 37.01% |
| May 31, 2020 | 37.01% |
| April 30, 2020 | 37.01% |
| March 31, 2020 | 37.01% |
| February 29, 2020 | 27.48% |
| January 31, 2020 | 27.48% |
| December 31, 2019 | 27.48% |
| November 30, 2019 | 27.48% |
| October 31, 2019 | 27.48% |
| September 30, 2019 | 27.48% |
| August 31, 2019 | 27.48% |
| July 31, 2019 | 27.48% |
| June 30, 2019 | 27.48% |
| May 31, 2019 | 27.48% |
| April 30, 2019 | 27.48% |
| March 31, 2019 | 27.48% |
| February 28, 2019 | 27.48% |
| January 31, 2019 | 27.48% |
| December 31, 2018 | 27.48% |
| November 30, 2018 | 26.64% |
| October 31, 2018 | 26.64% |
| September 30, 2018 | 26.64% |
| August 31, 2018 | 26.64% |
| July 31, 2018 | 26.64% |
| June 30, 2018 | 26.64% |
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
26.64%
Minimum
Aug 2017
47.02%
Maximum
Jun 2022
32.32%
Average
27.48%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.428 |
| Beta (5Y) | 1.226 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.50% |
| Historical Sharpe Ratio (5Y) | 0.3846 |
| Historical Sortino (5Y) | 0.4899 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.13% |