Invesco American Value Y (MSAIX)
36.40
+0.09 (+0.25%)
USD |
May 16 2022
MSAIX Max Drawdown (5Y): 45.50% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 45.50% |
March 31, 2022 | 45.50% |
February 28, 2022 | 45.50% |
January 31, 2022 | 45.50% |
December 31, 2021 | 45.50% |
November 30, 2021 | 45.50% |
October 31, 2021 | 45.50% |
September 30, 2021 | 45.50% |
August 31, 2021 | 45.50% |
July 31, 2021 | 45.50% |
June 30, 2021 | 45.50% |
May 31, 2021 | 45.50% |
April 30, 2021 | 45.50% |
March 31, 2021 | 45.50% |
February 28, 2021 | 45.50% |
January 31, 2021 | 45.50% |
December 31, 2020 | 45.50% |
November 30, 2020 | 45.50% |
October 31, 2020 | 45.50% |
September 30, 2020 | 45.50% |
August 31, 2020 | 45.50% |
July 31, 2020 | 45.50% |
June 30, 2020 | 45.50% |
May 31, 2020 | 45.50% |
April 30, 2020 | 45.50% |
Date | Value |
---|---|
March 31, 2020 | 45.50% |
February 29, 2020 | 28.89% |
January 31, 2020 | 28.89% |
December 31, 2019 | 28.89% |
November 30, 2019 | 28.89% |
October 31, 2019 | 28.89% |
September 30, 2019 | 28.89% |
August 31, 2019 | 28.89% |
July 31, 2019 | 28.89% |
June 30, 2019 | 28.89% |
May 31, 2019 | 28.89% |
April 30, 2019 | 28.89% |
March 31, 2019 | 28.89% |
February 28, 2019 | 28.89% |
January 31, 2019 | 28.89% |
December 31, 2018 | 28.89% |
November 30, 2018 | 28.89% |
October 31, 2018 | 28.89% |
September 30, 2018 | 28.89% |
August 31, 2018 | 28.89% |
July 31, 2018 | 28.89% |
June 30, 2018 | 28.89% |
May 31, 2018 | 28.89% |
April 30, 2018 | 28.89% |
March 31, 2018 | 28.89% |
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
28.89%
Minimum
May 2017
45.50%
Maximum
Mar 2020
36.09%
Average
28.89%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Invesco Value Opportunities Y | 51.38% |
Harbor Mid Cap Value Instl | 51.37% |
Transamerica Small/Mid Cap Value I | 44.09% |
Virtus NFJ Mid-Cap Value Inst | 42.45% |
Nuveen Mid Cap Value I | 44.55% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.257 |
Beta (5Y) | 1.145 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.91% |
Historical Sharpe Ratio (5Y) | 0.3798 |
Historical Sortino (5Y) | 0.3835 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.56% |