Invesco Technology C (ITHCX)
30.75
+0.71 (+2.36%)
USD |
Aug 12 2022
ITHCX Max Drawdown (5Y): 40.64% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 40.64% |
| June 30, 2022 | 40.64% |
| May 31, 2022 | 37.91% |
| April 30, 2022 | 31.85% |
| March 31, 2022 | 30.83% |
| February 28, 2022 | 28.68% |
| January 31, 2022 | 28.68% |
| December 31, 2021 | 28.68% |
| November 30, 2021 | 28.68% |
| October 31, 2021 | 28.68% |
| September 30, 2021 | 28.68% |
| August 31, 2021 | 28.68% |
| July 31, 2021 | 28.68% |
| June 30, 2021 | 28.68% |
| May 31, 2021 | 28.68% |
| April 30, 2021 | 28.68% |
| March 31, 2021 | 28.68% |
| February 28, 2021 | 28.68% |
| January 31, 2021 | 28.68% |
| December 31, 2020 | 28.68% |
| November 30, 2020 | 28.68% |
| October 31, 2020 | 28.68% |
| September 30, 2020 | 28.68% |
| August 31, 2020 | 28.68% |
| July 31, 2020 | 28.68% |
| Date | Value |
|---|---|
| June 30, 2020 | 28.68% |
| May 31, 2020 | 28.68% |
| April 30, 2020 | 28.68% |
| March 31, 2020 | 28.68% |
| February 29, 2020 | 25.40% |
| January 31, 2020 | 25.40% |
| December 31, 2019 | 25.40% |
| November 30, 2019 | 25.40% |
| October 31, 2019 | 25.40% |
| September 30, 2019 | 25.40% |
| August 31, 2019 | 25.40% |
| July 31, 2019 | 25.40% |
| June 30, 2019 | 25.40% |
| May 31, 2019 | 25.40% |
| April 30, 2019 | 25.40% |
| March 31, 2019 | 25.40% |
| February 28, 2019 | 25.40% |
| January 31, 2019 | 25.40% |
| December 31, 2018 | 25.40% |
| November 30, 2018 | 22.33% |
| October 31, 2018 | 22.33% |
| September 30, 2018 | 22.33% |
| August 31, 2018 | 22.33% |
| July 31, 2018 | 22.33% |
| June 30, 2018 | 22.33% |
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
22.33%
Minimum
Aug 2017
40.64%
Maximum
Jun 2022
26.81%
Average
25.40%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Goldman Sachs Technology Opps C | 38.97% |
| DWS Science and Technology C | 37.53% |
| Virtus Zevenbergen Technology C | 42.17% |
| Columbia Seligman Global Tech C | 36.84% |
| Nationwide NYSE Arca Tech 100 Idx C | 32.04% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.9976 |
| Beta (5Y) | 1.103 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.19% |
| Historical Sharpe Ratio (5Y) | 0.5185 |
| Historical Sortino (5Y) | 0.7125 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.69% |