Invesco Main Street Mid Cap Y (OPMYX)
28.94
+0.07 (+0.24%)
USD |
Aug 11 2022
OPMYX Max Drawdown (5Y): 41.16% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 41.16% |
| June 30, 2022 | 41.16% |
| May 31, 2022 | 41.16% |
| April 30, 2022 | 41.16% |
| March 31, 2022 | 41.16% |
| February 28, 2022 | 41.16% |
| January 31, 2022 | 41.16% |
| December 31, 2021 | 41.16% |
| November 30, 2021 | 41.16% |
| October 31, 2021 | 41.16% |
| September 30, 2021 | 41.16% |
| August 31, 2021 | 41.16% |
| July 31, 2021 | 41.16% |
| June 30, 2021 | 41.16% |
| May 31, 2021 | 41.16% |
| April 30, 2021 | 41.16% |
| March 31, 2021 | 41.16% |
| February 28, 2021 | 41.16% |
| January 31, 2021 | 41.16% |
| December 31, 2020 | 41.16% |
| November 30, 2020 | 41.16% |
| October 31, 2020 | 41.16% |
| September 30, 2020 | 41.16% |
| August 31, 2020 | 41.16% |
| July 31, 2020 | 41.16% |
| Date | Value |
|---|---|
| June 30, 2020 | 41.16% |
| May 31, 2020 | 41.16% |
| April 30, 2020 | 41.16% |
| March 31, 2020 | 41.16% |
| February 29, 2020 | 24.23% |
| January 31, 2020 | 24.23% |
| December 31, 2019 | 24.23% |
| November 30, 2019 | 24.23% |
| October 31, 2019 | 24.23% |
| September 30, 2019 | 24.23% |
| August 31, 2019 | 24.23% |
| July 31, 2019 | 24.23% |
| June 30, 2019 | 24.23% |
| May 31, 2019 | 24.23% |
| April 30, 2019 | 24.23% |
| March 31, 2019 | 24.23% |
| February 28, 2019 | 24.23% |
| January 31, 2019 | 24.23% |
| December 31, 2018 | 24.23% |
| November 30, 2018 | 21.67% |
| October 31, 2018 | 21.67% |
| September 30, 2018 | 21.67% |
| August 31, 2018 | 21.67% |
| July 31, 2018 | 21.67% |
| June 30, 2018 | 21.67% |
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
21.67%
Minimum
Aug 2017
41.16%
Maximum
Mar 2020
31.73%
Average
24.23%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Natixis Vaughan Nelson Mid Cap Y | 42.81% |
| Goldman Sachs Mid Cap Value Instl | 42.57% |
| ClearBridge Mid Cap I | 39.87% |
| JPMorgan SMID Cap Equity I | 41.30% |
| iShares Russell Mid-Cap Index Instl | 40.22% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.474 |
| Beta (5Y) | 1.094 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.43% |
| Historical Sharpe Ratio (5Y) | 0.4483 |
| Historical Sortino (5Y) | 0.4556 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.38% |