Invesco SteelPath MLP Alpha C (MLPGX)
4.13
-0.05 (-1.20%)
USD |
Sep 17 2021
MLPGX Max Drawdown (5Y): 75.80% for Aug. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2021 | 75.80% |
| July 31, 2021 | 75.80% |
| June 30, 2021 | 75.80% |
| May 31, 2021 | 75.80% |
| April 30, 2021 | 75.80% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Sep 2016
75.80%
Maximum
Mar 2020
63.66%
Average
58.46%
Median
Sep 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% |
| MainStay Cushing® MLP Premier C | 75.02% |
| Spirit of America Energy C | 75.12% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.18 |
| Beta (5Y) | 1.836 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.51% |
| Historical Sharpe Ratio (5Y) | 0.0492 |
| Historical Sortino (5Y) | 0.0595 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.37% |