Performance analysis of PDP (INVESCO DORSEY WRIGHT MOMENTUM ETF)
Annual Return
Over the past 3 years, PDP has had an average annual return of +18.63%, underperforming the benchmark SPY, which returned +19.31% annual.
Over the past 5 years, PDP has had an average annual return of +8.42%, underperforming the benchmark SPY, which returned +12.55% annual.
Over the past 10 years, PDP has had an average annual return of +12.40%, underperforming the benchmark SPY, which returned +14.95% annual.
Since Mar 1, 2007, PDP has had an average annual return of +9.64%, underperforming the benchmark SPY, which returned +10.99% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +15.65% | +8.37% | +26.06% | +20.87% | -24.49% | +7.72% | +36.59% | +33.13% | -5.96% | +23.29% | +2.35% | +1.13% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | ||||
| +12.21% | +31.68% | +18.18% | +1.52% | +26.59% | +28.03% | -46.21% | +13.82% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +4.96% | +5.56% | -6.38% | +13.10% | +4.60% | +6.22% | -11.28% | +15.65% | |||||
| 2025 | +4.41% | -4.36% | -6.92% | +0.12% | +5.37% | +2.99% | +4.32% | -1.68% | +6.10% | +3.01% | -3.44% | -0.88% | +8.37% |
| 2024 | +1.54% | +9.62% | +3.83% | -6.28% | +4.33% | +1.32% | +0.69% | +2.58% | +2.16% | +0.33% | +12.68% | -7.71% | +26.06% |
| 2023 | +6.36% | -1.77% | +2.52% | -0.94% | -1.57% | +9.53% | +0.47% | -0.20% | -5.21% | -4.44% | +9.84% | +5.91% | +20.87% |
| 2022 | -13.73% | -2.65% | +2.07% | -8.01% | +2.87% | -11.18% | +10.98% | -2.01% | -8.63% | +10.61% | +3.02% | -7.42% | -24.49% |
| 2021 | -2.42% | +1.57% | -2.11% | +2.81% | -1.13% | +3.57% | +2.17% | +2.95% | -5.09% | +9.19% | -2.35% | -0.91% | +7.72% |
| 2020 | +2.46% | -6.76% | -12.10% | +12.40% | +9.78% | +1.19% | +8.98% | +5.82% | -1.57% | -1.35% | +10.91% | +4.89% | +36.59% |
| 2019 | +8.31% | +4.80% | +3.01% | +3.72% | -3.11% | +5.98% | +2.29% | +0.84% | -2.01% | +0.18% | +3.97% | +1.54% | +33.13% |
| 2018 | +6.38% | -3.66% | -0.45% | +0% | +5.20% | -0.07% | +1.54% | +6.46% | -0.37% | -11.06% | +0.79% | -9.18% | -5.96% |
| 2017 | +2.11% | +5.20% | +0.38% | +1.19% | +2.07% | +0.21% | +2.37% | +1.15% | +0.45% | +4.38% | +2.40% | -0.64% | +23.29% |
Drawdown analysis of PDP (INVESCO DORSEY WRIGHT MOMENTUM ETF)
The maximum drawdown for the PDP was -59.34%, occurring on Mar 9, 2009. Recovery took 775 trading sessions.
The current PDP drawdown is -12.12%.
Since Mar 1, 2007 PDP has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 1 time
- 30% or more: 3 times
- 20% or more: 5 times
- 10% or more: 11 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -59.34% | Dec 10, 2007 | 312 | Mar 9, 2009 | 775 | Apr 3, 2012 | 1087 |
| -34.70% | Feb 19, 2020 | 23 | Mar 23, 2020 | 81 | Jul 17, 2020 | 104 |
| -33.91% | Nov 8, 2021 | 221 | Sep 26, 2022 | 450 | Jul 12, 2024 | 671 |
| -24.54% | Sep 14, 2018 | 69 | Dec 24, 2018 | 114 | Jun 10, 2019 | 183 |
| -23.79% | Dec 4, 2024 | 84 | Apr 8, 2025 | 113 | Sep 19, 2025 | 197 |
| -19.14% | Mar 20, 2015 | 223 | Feb 8, 2016 | 254 | Feb 9, 2017 | 477 |
| -13.91% | Jul 13, 2007 | 23 | Aug 15, 2007 | 38 | Oct 9, 2007 | 61 |
| -13.47% | Feb 12, 2021 | 15 | Mar 8, 2021 | 105 | Aug 5, 2021 | 120 |
| -12.12% | Jun 22, 2026 | 19 | Jul 20, 2026 | Ongoing | Ongoing | Ongoing |
| -11.87% | Oct 29, 2025 | 16 | Nov 20, 2025 | 35 | Jan 13, 2026 | 51 |
| -11.63% | Feb 25, 2026 | 23 | Mar 30, 2026 | 8 | Apr 10, 2026 | 31 |
| -9.80% | May 2, 2012 | 22 | Jun 4, 2012 | 72 | Sep 14, 2012 | 94 |
| -9.76% | Sep 5, 2014 | 26 | Oct 13, 2014 | 15 | Nov 3, 2014 | 41 |
| -9.59% | Jul 16, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -9.54% | Jan 26, 2018 | 9 | Feb 8, 2018 | 76 | May 30, 2018 | 85 |
| -8.91% | Sep 2, 2020 | 3 | Sep 8, 2020 | 23 | Oct 9, 2020 | 26 |
| -8.77% | Oct 29, 2007 | 17 | Nov 21, 2007 | 12 | Dec 10, 2007 | 29 |
| -7.98% | May 17, 2013 | 25 | Jun 24, 2013 | 14 | Jul 15, 2013 | 39 |
| -7.84% | Mar 4, 2014 | 28 | Apr 11, 2014 | 34 | Jun 2, 2014 | 62 |
| -7.78% | Sep 3, 2021 | 20 | Oct 4, 2021 | 13 | Oct 21, 2021 | 33 |
| -7.41% | Oct 13, 2020 | 13 | Oct 30, 2020 | 4 | Nov 5, 2020 | 17 |
| -6.11% | Jan 22, 2014 | 8 | Feb 3, 2014 | 8 | Feb 13, 2014 | 16 |
| -6.08% | Sep 5, 2019 | 19 | Oct 2, 2019 | 39 | Nov 26, 2019 | 58 |
| -5.98% | Jul 26, 2019 | 6 | Aug 5, 2019 | 22 | Sep 5, 2019 | 28 |
| -5.97% | Jan 21, 2021 | 4 | Jan 27, 2021 | 7 | Feb 5, 2021 | 11 |