Invesco Energy Y (IENYX)
15.63
+0.50 (+3.30%)
USD |
Feb 24
IENYX Max Drawdown (5Y): 76.21% for Jan. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| February 28, 2018 | 60.66% |
| January 31, 2018 | 60.66% |
| December 31, 2017 | 60.66% |
| November 30, 2017 | 60.66% |
| October 31, 2017 | 60.66% |
| September 30, 2017 | 60.66% |
| August 31, 2017 | 60.66% |
| July 31, 2017 | 60.66% |
| June 30, 2017 | 60.66% |
| May 31, 2017 | 60.66% |
| April 30, 2017 | 60.66% |
| March 31, 2017 | 60.66% |
| February 28, 2017 | 60.66% |
| January 31, 2017 | 60.66% |
| December 31, 2016 | 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
Feb 2016
76.21%
Maximum
Mar 2020
63.52%
Average
60.66%
Median
Feb 2016
Max Drawdown (5Y) Benchmarks
| BlackRock Energy Opportunities Instl | 65.62% |
| Vanguard Energy Index Admiral | 69.49% |
| JNL/Mellon Energy Sector I | 69.52% |
| Ivy Energy I | 81.23% |
| Fidelity Advisor® Energy Z | 72.17% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.67 |
| Beta (5Y) | 1.902 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.79% |
| Historical Sharpe Ratio (5Y) | -0.1003 |
| Historical Sortino (5Y) | -0.1281 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.95% |