Invesco DWA Maximum Drawdown
| PYZ ETF | | | USD 131.67 3.46 2.70% |
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 DWA's current Maximum Drawdown with peer comparisons and related risk metrics.
Current Maximum Drawdown Value
The current Maximum Drawdown of 8.51 places Invesco DWA at a contained peak-to-trough loss. Invesco DWA's maximum drawdown has remained under 10%, indicating limited downside exposure.
Maximum Drawdown | = | MAX(HIGH - LOW) |
| = | 8.51 | |
| MAX | = | Maximum notation for the range of returns on Invesco DWA |
Maximum Drawdown Peers Comparison
Invesco DWA falls above the 6.82 peer average for Maximum Drawdown. PLUS Korea Defense leads at 16.41 while Hartford Quality Growth registers the lowest at 4.04. Invesco DWA's deeper drawdown relative to peers indicates greater historical downside exposure.
Maximum Drawdown Relative To Other Indicators
The chart below plots Maximum Drawdown against Maximum Drawdown for Invesco DWA 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 DWA's Maximum Drawdown of
8.51 runs about
1.00 times its Maximum Drawdown of
8.51 . The two measures are closely aligned in magnitude for Invesco DWA.
Methodology, Assumptions & Data Sources
Invesco DWA has a current Maximum Drawdown reading of 8.51. The Maximum Drawdown for Invesco DWA applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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