Invesco BulletShares Maximum Drawdown
| BSMQ ETF | | | USD 23.58 0.01 0.04% |
Maximum Drawdown (or MDD) is another indicator of risk. It is the reduction in asset value after a series of losing trades. This is normally calculated by getting the difference between a relative peaks in equity capital minus a relative trough. Below is Invesco BulletShares's current Maximum Drawdown with peer comparisons and related risk metrics.
Current Maximum Drawdown Value
Invesco BulletShares carries a Maximum Drawdown of 0.3821, consistent with a contained peak-to-trough loss. Invesco BulletShares's maximum drawdown has remained under 10%, indicating limited downside exposure.
Maximum Drawdown | = | MAX(HIGH - LOW) |
| = | 0.3821 | |
| MAX | = | Maximum notation for the range of returns on Invesco BulletShares |
Maximum Drawdown Peers Comparison
The peer group averages 1.54 for Maximum Drawdown, with Invesco BulletShares at 0.3821 falling below that level. Readings span 0.384 (Invesco BulletShares 2028) to 5.75 (Invesco SAMPP MidCap). Invesco BulletShares's shallower drawdown relative to peers indicates more contained historical downside.
Maximum Drawdown Relative To Other Indicators
The chart below plots Maximum Drawdown against Maximum Drawdown for Invesco BulletShares and its peers. Each point represents one equity — position along the horizontal axis shows Maximum Drawdown while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Invesco BulletShares's Maximum Drawdown reads
0.38 while Maximum Drawdown reads
0.38 , a
1.00 ratio between the two. The two measures are closely aligned in magnitude for Invesco BulletShares.
Methodology, Assumptions & Data Sources
Invesco BulletShares' Maximum Drawdown currently stands at 0.3821. The Maximum Drawdown for Invesco BulletShares applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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