Invesco SteelPath MLP Alpha C (MLPGX)
3.86
-0.04 (-1.03%)
USD |
Apr 16
MLPGX Max Drawdown (5Y): 75.80% for March 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2021 | 75.80% |
February 28, 2021 | 75.80% |
January 31, 2021 | 75.80% |
December 31, 2020 | 75.80% |
November 30, 2020 | 75.80% |
October 31, 2020 | 75.80% |
September 30, 2020 | 75.80% |
August 31, 2020 | 75.80% |
July 31, 2020 | 75.80% |
June 30, 2020 | 75.80% |
May 31, 2020 | 75.80% |
April 30, 2020 | 75.80% |
March 31, 2020 | 75.80% |
February 29, 2020 | 58.46% |
January 31, 2020 | 58.46% |
December 31, 2019 | 58.46% |
November 30, 2019 | 58.46% |
October 31, 2019 | 58.46% |
September 30, 2019 | 58.46% |
August 31, 2019 | 58.46% |
July 31, 2019 | 58.46% |
June 30, 2019 | 58.46% |
May 31, 2019 | 58.46% |
April 30, 2019 | 58.46% |
March 31, 2019 | 58.46% |
Date | Value |
---|---|
February 28, 2019 | 58.46% |
January 31, 2019 | 58.46% |
December 31, 2018 | 58.46% |
November 30, 2018 | 58.46% |
October 31, 2018 | 58.46% |
September 30, 2018 | 58.46% |
August 31, 2018 | 58.46% |
July 31, 2018 | 58.46% |
June 30, 2018 | 58.46% |
May 31, 2018 | 58.46% |
April 30, 2018 | 58.46% |
March 31, 2018 | 58.46% |
February 28, 2018 | 58.46% |
January 31, 2018 | 58.46% |
December 31, 2017 | 58.46% |
November 30, 2017 | 58.46% |
October 31, 2017 | 58.46% |
September 30, 2017 | 58.46% |
August 31, 2017 | 58.46% |
July 31, 2017 | 58.46% |
June 30, 2017 | 58.46% |
May 31, 2017 | 58.46% |
April 30, 2017 | 58.46% |
March 31, 2017 | 58.46% |
February 28, 2017 | 58.46% |
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
58.46%
Minimum
Apr 2016
75.80%
Maximum
Mar 2020
62.21%
Average
58.46%
Median
Apr 2016
Max Drawdown (5Y) Benchmarks
Invesco SteelPath MLP Alpha Plus C | 87.48% |
Center Coast Brookfield Midstream Foc C | 76.20% |
Tortoise MLP & Pipeline C | 66.68% |
Spirit of America Energy C | 74.70% |
MainGate MLP C | 76.18% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -25.05 |
Beta (5Y) | 1.809 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.93% |
Historical Sharpe Ratio (5Y) | 0.114 |
Historical Sortino (5Y) | 0.134 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.36% |