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 AdvisorĀ® 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% |