Invesco SteelPath MLP Alpha A (MLPAX)
5.75
+0.14 (+2.50%)
USD |
May 25 2022
MLPAX Max Drawdown (5Y): 74.97% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 74.97% |
March 31, 2022 | 74.97% |
February 28, 2022 | 74.97% |
January 31, 2022 | 74.97% |
December 31, 2021 | 74.97% |
November 30, 2021 | 74.97% |
October 31, 2021 | 74.97% |
September 30, 2021 | 74.97% |
August 31, 2021 | 74.97% |
July 31, 2021 | 74.97% |
June 30, 2021 | 74.97% |
May 31, 2021 | 74.97% |
April 30, 2021 | 74.97% |
March 31, 2021 | 74.97% |
February 28, 2021 | 74.97% |
January 31, 2021 | 74.97% |
December 31, 2020 | 74.97% |
November 30, 2020 | 74.97% |
October 31, 2020 | 74.97% |
September 30, 2020 | 74.97% |
August 31, 2020 | 74.97% |
July 31, 2020 | 74.97% |
June 30, 2020 | 74.97% |
May 31, 2020 | 74.97% |
April 30, 2020 | 74.97% |
Date | Value |
---|---|
March 31, 2020 | 74.97% |
February 29, 2020 | 58.02% |
January 31, 2020 | 58.02% |
December 31, 2019 | 58.02% |
November 30, 2019 | 58.02% |
October 31, 2019 | 58.02% |
September 30, 2019 | 58.02% |
August 31, 2019 | 58.02% |
July 31, 2019 | 58.02% |
June 30, 2019 | 58.02% |
May 31, 2019 | 58.02% |
April 30, 2019 | 58.02% |
March 31, 2019 | 58.02% |
February 28, 2019 | 58.02% |
January 31, 2019 | 58.02% |
December 31, 2018 | 58.02% |
November 30, 2018 | 58.02% |
October 31, 2018 | 58.02% |
September 30, 2018 | 58.02% |
August 31, 2018 | 58.02% |
July 31, 2018 | 58.02% |
June 30, 2018 | 58.02% |
May 31, 2018 | 58.02% |
April 30, 2018 | 58.02% |
March 31, 2018 | 58.02% |
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
58.02%
Minimum
May 2017
74.97%
Maximum
Mar 2020
65.37%
Average
58.02%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.87 |
Beta (5Y) | 1.504 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.11% |
Historical Sharpe Ratio (5Y) | 0.1637 |
Historical Sortino (5Y) | 0.1952 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.92% |