Invesco Discovery C (ODICX)
34.29
-0.84 (-2.39%)
USD |
May 24 2022
ODICX Max Drawdown (5Y): 36.22% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 36.22% |
| March 31, 2022 | 36.22% |
| February 28, 2022 | 36.22% |
| January 31, 2022 | 36.22% |
| December 31, 2021 | 36.22% |
| November 30, 2021 | 36.22% |
| October 31, 2021 | 36.22% |
| September 30, 2021 | 36.22% |
| August 31, 2021 | 36.22% |
| July 31, 2021 | 36.22% |
| June 30, 2021 | 36.22% |
| May 31, 2021 | 36.22% |
| April 30, 2021 | 36.22% |
| March 31, 2021 | 36.22% |
| February 28, 2021 | 36.22% |
| January 31, 2021 | 36.22% |
| December 31, 2020 | 36.22% |
| November 30, 2020 | 36.22% |
| October 31, 2020 | 36.22% |
| September 30, 2020 | 36.22% |
| August 31, 2020 | 36.22% |
| July 31, 2020 | 36.22% |
| June 30, 2020 | 36.22% |
| May 31, 2020 | 36.22% |
| April 30, 2020 | 36.22% |
| Date | Value |
|---|---|
| March 31, 2020 | 36.22% |
| February 29, 2020 | 29.31% |
| January 31, 2020 | 29.31% |
| December 31, 2019 | 29.31% |
| November 30, 2019 | 29.31% |
| October 31, 2019 | 29.31% |
| September 30, 2019 | 29.31% |
| August 31, 2019 | 29.31% |
| July 31, 2019 | 29.31% |
| June 30, 2019 | 29.31% |
| May 31, 2019 | 29.31% |
| April 30, 2019 | 29.31% |
| March 31, 2019 | 29.31% |
| February 28, 2019 | 29.31% |
| January 31, 2019 | 29.31% |
| December 31, 2018 | 29.31% |
| November 30, 2018 | 29.31% |
| October 31, 2018 | 29.31% |
| September 30, 2018 | 29.31% |
| August 31, 2018 | 29.31% |
| July 31, 2018 | 29.31% |
| June 30, 2018 | 29.31% |
| May 31, 2018 | 29.31% |
| April 30, 2018 | 29.31% |
| March 31, 2018 | 29.31% |
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
29.31%
Minimum
May 2017
36.22%
Maximum
Mar 2020
32.30%
Average
29.31%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| AB Small Cap Growth C | 37.60% |
| Putnam Small Cap Growth C | 37.45% |
| Carillon Eagle Small Cap Growth C | 38.32% |
| Columbia Small Cap Growth C | 43.24% |
| Franklin Small Cap Growth C | 40.12% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.407 |
| Beta (5Y) | 1.102 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.61% |
| Historical Sharpe Ratio (5Y) | 0.6166 |
| Historical Sortino (5Y) | 0.758 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.76% |