Invesco Income Advantage U.S. Fund Y (SCAYX)

9.43 -0.01 (-0.11%) USD  |  Jun 29 2022

SCAYX Max Drawdown (5Y): 37.56% for May 31, 2022

Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 37.56%
April 30, 2022 37.56%
March 31, 2022 37.56%
February 28, 2022 37.56%
January 31, 2022 37.56%
December 31, 2021 37.56%
November 30, 2021 37.56%
October 31, 2021 37.56%
September 30, 2021 37.56%
August 31, 2021 37.56%
July 31, 2021 37.56%
June 30, 2021 37.56%
May 31, 2021 37.56%
April 30, 2021 37.56%
March 31, 2021 37.56%
February 28, 2021 37.56%
January 31, 2021 37.56%
December 31, 2020 37.56%
November 30, 2020 37.56%
October 31, 2020 37.56%
September 30, 2020 37.56%
August 31, 2020 37.56%
July 31, 2020 37.56%
June 30, 2020 37.56%
May 31, 2020 37.56%
Date Value
April 30, 2020 37.56%
March 31, 2020 37.56%
February 29, 2020 21.01%
January 31, 2020 21.01%
December 31, 2019 21.01%
November 30, 2019 21.01%
October 31, 2019 21.01%
September 30, 2019 21.01%
August 31, 2019 21.01%
July 31, 2019 21.01%
June 30, 2019 21.01%
May 31, 2019 21.01%
April 30, 2019 21.01%
March 31, 2019 21.01%
February 28, 2019 21.01%
January 31, 2019 21.01%
December 31, 2018 21.01%
November 30, 2018 18.26%
October 31, 2018 18.26%
September 30, 2018 18.26%
August 31, 2018 18.26%
July 31, 2018 18.26%
June 30, 2018 18.26%
May 31, 2018 18.26%
April 30, 2018 18.26%

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

18.26%
Minimum
Jun 2017
37.56%
Maximum
Mar 2020
27.63%
Average
21.01%
Median
Dec 2018

Max Drawdown (5Y) Benchmarks

Goldman Sachs US Eq Div and Prem Instl 32.70%
Crossmark Steward Cov Call Inc Instl --
CBOE Vest US Large Cap 20% Buffer Y 33.00%
Invesco Income Advantage Intl Y 33.54%
Madison Covered Call & Equity Income I 28.38%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -7.836
Beta (5Y) 0.8595
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 16.43%
Historical Sharpe Ratio (5Y) 0.2411
Historical Sortino (5Y) 0.2398
Monthly Value at Risk (VaR) 5% (5Y Lookback) 6.87%