Invesco Dividend Income R6 (IFUTX)
24.71
+0.01 (+0.04%)
USD |
Aug 08 2022
IFUTX Max Drawdown (5Y): 31.87% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 31.87% |
| June 30, 2022 | 31.87% |
| May 31, 2022 | 31.87% |
| April 30, 2022 | 31.87% |
| March 31, 2022 | 31.87% |
| February 28, 2022 | 31.87% |
| January 31, 2022 | 31.87% |
| December 31, 2021 | 31.87% |
| November 30, 2021 | 31.87% |
| October 31, 2021 | 31.87% |
| September 30, 2021 | 31.87% |
| August 31, 2021 | 31.87% |
| July 31, 2021 | 31.87% |
| June 30, 2021 | 31.87% |
| May 31, 2021 | 31.87% |
| April 30, 2021 | 31.87% |
| March 31, 2021 | 31.87% |
| February 28, 2021 | 31.87% |
| January 31, 2021 | 31.87% |
| December 31, 2020 | 31.87% |
| November 30, 2020 | 31.87% |
| October 31, 2020 | 31.87% |
| September 30, 2020 | 31.87% |
| August 31, 2020 | 31.87% |
| July 31, 2020 | 31.87% |
| Date | Value |
|---|---|
| June 30, 2020 | 31.87% |
| May 31, 2020 | 31.87% |
| April 30, 2020 | 31.87% |
| March 31, 2020 | 31.87% |
| February 29, 2020 | 13.00% |
| January 31, 2020 | 13.00% |
| December 31, 2019 | 13.00% |
| November 30, 2019 | 13.00% |
| October 31, 2019 | 13.00% |
| September 30, 2019 | 13.00% |
| August 31, 2019 | 13.00% |
| July 31, 2019 | 13.00% |
| June 30, 2019 | 13.00% |
| May 31, 2019 | 13.00% |
| April 30, 2019 | 13.00% |
| March 31, 2019 | 13.00% |
| February 28, 2019 | 13.00% |
| January 31, 2019 | 13.00% |
| December 31, 2018 | 13.00% |
| November 30, 2018 | 10.65% |
| October 31, 2018 | 10.65% |
| September 30, 2018 | 10.65% |
| August 31, 2018 | 10.65% |
| July 31, 2018 | 10.65% |
| June 30, 2018 | 10.65% |
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
7.81%
Minimum
Sep 2017
31.87%
Maximum
Mar 2020
21.19%
Average
13.00%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Invesco Diversified Dividend R | 35.78% |
| Fidelity® Equity-Income K6 | -- |
| JPMorgan Equity Income R2 | 36.95% |
| Franklin Equity Income R6 | 35.32% |
| Principal Equity Income R5 | 37.64% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.480 |
| Beta (5Y) | 0.6741 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.60% |
| Historical Sharpe Ratio (5Y) | 0.4397 |
| Historical Sortino (5Y) | 0.442 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.80% |