Invesco Energy Y (IENYX)
28.60
+0.30 (+1.06%)
USD |
May 26 2022
IENYX Max Drawdown (5Y): 76.21% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 76.21% |
March 31, 2022 | 76.21% |
February 28, 2022 | 76.21% |
January 31, 2022 | 76.21% |
December 31, 2021 | 76.21% |
November 30, 2021 | 76.21% |
October 31, 2021 | 76.21% |
September 30, 2021 | 76.21% |
August 31, 2021 | 76.21% |
July 31, 2021 | 76.21% |
June 30, 2021 | 76.21% |
May 31, 2021 | 76.21% |
April 30, 2021 | 76.21% |
March 31, 2021 | 76.21% |
February 28, 2021 | 76.21% |
January 31, 2021 | 76.21% |
December 31, 2020 | 76.21% |
November 30, 2020 | 76.21% |
October 31, 2020 | 76.21% |
September 30, 2020 | 76.21% |
August 31, 2020 | 76.21% |
July 31, 2020 | 76.21% |
June 30, 2020 | 76.21% |
May 31, 2020 | 76.21% |
April 30, 2020 | 76.21% |
Date | Value |
---|---|
March 31, 2020 | 76.21% |
February 29, 2020 | 60.69% |
January 31, 2020 | 60.69% |
December 31, 2019 | 60.69% |
November 30, 2019 | 60.69% |
October 31, 2019 | 60.69% |
September 30, 2019 | 60.69% |
August 31, 2019 | 60.69% |
July 31, 2019 | 60.69% |
June 30, 2019 | 60.69% |
May 31, 2019 | 60.69% |
April 30, 2019 | 60.69% |
March 31, 2019 | 60.69% |
February 28, 2019 | 60.69% |
January 31, 2019 | 60.69% |
December 31, 2018 | 60.69% |
November 30, 2018 | 60.66% |
October 31, 2018 | 60.66% |
September 30, 2018 | 60.66% |
August 31, 2018 | 60.66% |
July 31, 2018 | 60.66% |
June 30, 2018 | 60.66% |
May 31, 2018 | 60.66% |
April 30, 2018 | 60.66% |
March 31, 2018 | 60.66% |
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
60.66%
Minimum
May 2017
76.21%
Maximum
Mar 2020
67.41%
Average
60.69%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
BlackRock Energy Opportunities Instl | 65.62% |
Fidelity AdvisorĀ® Energy I | 72.17% |
Vanguard Energy Index Admiral | 69.49% |
JNL/Mellon Energy Sector I | 69.52% |
Vanguard Energy Adm | 61.12% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.20 |
Beta (5Y) | 1.530 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.28% |
Historical Sharpe Ratio (5Y) | 0.2273 |
Historical Sortino (5Y) | 0.2934 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.95% |