Invesco Small Cap Equity R6 (SMEFX)
14.24
+0.02 (+0.14%)
USD |
Mar 24 2023
SMEFX Max Drawdown (5Y): 41.32% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 41.32% |
January 31, 2023 | 41.32% |
December 31, 2022 | 41.32% |
November 30, 2022 | 41.32% |
October 31, 2022 | 41.32% |
September 30, 2022 | 41.32% |
August 31, 2022 | 41.32% |
July 31, 2022 | 41.32% |
June 30, 2022 | 41.32% |
May 31, 2022 | 41.32% |
April 30, 2022 | 41.32% |
March 31, 2022 | 41.32% |
February 28, 2022 | 41.32% |
January 31, 2022 | 41.32% |
December 31, 2021 | 41.32% |
November 30, 2021 | 41.32% |
October 31, 2021 | 41.32% |
September 30, 2021 | 41.32% |
August 31, 2021 | 41.32% |
July 31, 2021 | 41.32% |
June 30, 2021 | 41.32% |
May 31, 2021 | 41.32% |
April 30, 2021 | 41.32% |
March 31, 2021 | 41.32% |
February 28, 2021 | 41.32% |
Date | Value |
---|---|
January 31, 2021 | 41.32% |
December 31, 2020 | 41.32% |
November 30, 2020 | 41.32% |
October 31, 2020 | 41.32% |
September 30, 2020 | 41.32% |
August 31, 2020 | 41.32% |
July 31, 2020 | 41.32% |
June 30, 2020 | 41.32% |
May 31, 2020 | 41.32% |
April 30, 2020 | 41.32% |
March 31, 2020 | 41.32% |
February 29, 2020 | 27.28% |
January 31, 2020 | 27.28% |
December 31, 2019 | 27.28% |
November 30, 2019 | 27.28% |
October 31, 2019 | 27.28% |
September 30, 2019 | 27.28% |
August 31, 2019 | 27.28% |
July 31, 2019 | 27.28% |
June 30, 2019 | 27.28% |
May 31, 2019 | 27.28% |
April 30, 2019 | 27.28% |
March 31, 2019 | 27.28% |
February 28, 2019 | 27.28% |
January 31, 2019 | 27.28% |
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
25.42%
Minimum
Mar 2018
41.32%
Maximum
Mar 2020
35.42%
Average
41.32%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.41 |
Beta (5Y) | 1.145 |
Alpha (vs YCharts Benchmark) (5Y) | 0.9551 |
Beta (vs YCharts Benchmark) (5Y) | 0.9562 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.43% |
Historical Sharpe Ratio (5Y) | 0.3642 |
Historical Sortino (5Y) | 0.4401 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.38% |