Invesco KBW Bank ETF
Provider: Invesco
| Annualised Return | 12.74% |
| Realised Volatility | 24.28% |
| Downside Volatility | 18.76% |
| Max Drawdown | -43.4% |
| Winning months | 61.78% |
| Sharpe Ratio | 0.52 |
| Sortino Ratio | 0.68 |
| Calmar Ratio | 0.29 |
| Viking Ratio | 0.1 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.14% | 1.26% | 8.8% | -3.3% | 4.1% | -0.21% | 9.87% | 1.41% | -0.97% | 6.69% | 9.74% | 42.78% | |
| 2023 | 12.24% | -2.78% | -24.88% | -0.6% | -5.94% | 5.73% | 11.6% | -8.4% | -3.58% | -5.42% | 15.41% | 13.35% | -1.18% |
| 2022 | 2.18% | -0.4% | -7.2% | -11.23% | 6.22% | -13.13% | 7.55% | -2.21% | -9.14% | 8.79% | 4.75% | -7.04% | -21.68% |
| 2021 | -0.16% | 16.3% | 6.29% | 6.06% | 5.13% | -6.16% | -2.34% | 5.26% | 1.88% | 6.44% | -5.59% | 1.34% | 37.72% |
| 2020 | -7.38% | -12.81% | -27.86% | 14.05% | 0.39% | 0.43% | 0.31% | 3.1% | -4.47% | 5.92% | 17.58% | 8.64% | -10.46% |
| 2019 | 13.01% | 3.92% | -6.21% | 9.27% | -9.93% | 7.04% | 4.24% | -8.46% | 7.76% | 3.84% | 6.07% | 3.4% | 35.9% |
| 2018 | 8.09% | -2.12% | -5.23% | 0.45% | -0.8% | -1.77% | 4.87% | 1.42% | -4.65% | -5.57% | 2.98% | -15.59% | -18.3% |
| 2017 | -0.42% | 5.42% | -4.13% | -0.91% | -2.4% | 7.78% | 0.45% | -2.93% | 6.9% | 2.29% | 3.32% | 2.2% | 18.11% |
| 2016 | -12.72% | -5.3% | 6.78% | 7.65% | 2.84% | -8.31% | 5.03% | 7.05% | -2.37% | 5.29% | 17.44% | 5.37% | 28.13% |
| 2015 | -10.31% | 8.55% | -0.05% | 2.18% | 2.75% | 2.1% | 1.48% | -7.19% | -3.61% | 4.11% | 4.62% | -3.47% | -0.42% |
| 2014 | -2.82% | 2.75% | 4.95% | -5.39% | 1% | 3.5% | -1.39% | 1.91% | 0.36% | 0.92% | 1.08% | 2.44% | 9.24% |
| 2013 | 5.18% | 0.43% | 4.29% | 1.18% | 8.62% | -0.01% | 7% | -5.24% | 0.05% | 3.57% | 5.53% | 2.29% | 37.3% |
| 2012 | 8.41% | 6.61% | 9.77% | -2.84% | -8.45% | 4.01% | -0.43% | 3.95% | 4.98% | 0.47% | -2.08% | 5.59% | 32.49% |
| 2011 | -4.36% | 5.93% | 1.31% |