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% |