Invesco Main Street Mid Cap A (OPMSX)
23.70
+0.10 (+0.42%)
USD |
Mar 30 2023
OPMSX Max Drawdown (5Y): 41.17% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 41.17% |
| January 31, 2023 | 41.17% |
| December 31, 2022 | 41.17% |
| November 30, 2022 | 41.17% |
| October 31, 2022 | 41.17% |
| September 30, 2022 | 41.17% |
| August 31, 2022 | 41.17% |
| July 31, 2022 | 41.17% |
| June 30, 2022 | 41.17% |
| May 31, 2022 | 41.17% |
| April 30, 2022 | 41.17% |
| March 31, 2022 | 41.17% |
| February 28, 2022 | 41.17% |
| January 31, 2022 | 41.17% |
| December 31, 2021 | 41.17% |
| November 30, 2021 | 41.17% |
| October 31, 2021 | 41.17% |
| September 30, 2021 | 41.17% |
| August 31, 2021 | 41.17% |
| July 31, 2021 | 41.17% |
| June 30, 2021 | 41.17% |
| May 31, 2021 | 41.17% |
| April 30, 2021 | 41.17% |
| March 31, 2021 | 41.17% |
| February 28, 2021 | 41.17% |
| Date | Value |
|---|---|
| January 31, 2021 | 41.17% |
| December 31, 2020 | 41.17% |
| November 30, 2020 | 41.17% |
| October 31, 2020 | 41.17% |
| September 30, 2020 | 41.17% |
| August 31, 2020 | 41.17% |
| July 31, 2020 | 41.17% |
| June 30, 2020 | 41.17% |
| May 31, 2020 | 41.17% |
| April 30, 2020 | 41.17% |
| March 31, 2020 | 41.17% |
| February 29, 2020 | 24.25% |
| January 31, 2020 | 24.25% |
| December 31, 2019 | 24.25% |
| November 30, 2019 | 24.25% |
| October 31, 2019 | 24.25% |
| September 30, 2019 | 24.25% |
| August 31, 2019 | 24.25% |
| July 31, 2019 | 24.25% |
| June 30, 2019 | 24.25% |
| May 31, 2019 | 24.25% |
| April 30, 2019 | 24.25% |
| March 31, 2019 | 24.25% |
| February 28, 2019 | 24.25% |
| January 31, 2019 | 24.25% |
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
21.79%
Minimum
Mar 2018
41.17%
Maximum
Mar 2020
34.03%
Average
41.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| ClearBridge Mid Cap A | 39.88% |
| Thrivent Mid Cap Stock A | 40.67% |
| Natixis Vaughan Nelson Mid Cap A | 42.83% |
| Goldman Sachs Mid Cap Value A | 42.62% |
| Saratoga Mid Capitalization A | 42.83% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.481 |
| Beta (5Y) | 1.076 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.952 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9828 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.40% |
| Historical Sharpe Ratio (5Y) | 0.3608 |
| Historical Sortino (5Y) | 0.3843 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.20% |