First Trust Dorsey Wright Momt & Div ETF (DDIV)
33.86
+0.48
(+1.43%)
USD |
NASDAQ |
May 31, 16:00
33.61
-0.25
(-0.73%)
After-Hours: 20:00
DDIV Max Drawdown (5Y): 47.55% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 47.55% |
April 30, 2024 | 47.55% |
March 31, 2024 | 47.55% |
February 29, 2024 | 47.55% |
January 31, 2024 | 47.55% |
December 31, 2023 | 47.55% |
November 30, 2023 | 47.55% |
October 31, 2023 | 47.55% |
September 30, 2023 | 47.55% |
August 31, 2023 | 47.55% |
July 31, 2023 | 47.55% |
June 30, 2023 | 47.55% |
May 31, 2023 | 47.55% |
April 30, 2023 | 47.55% |
March 31, 2023 | 47.55% |
February 28, 2023 | 47.55% |
January 31, 2023 | 47.55% |
December 31, 2022 | 47.55% |
November 30, 2022 | 47.55% |
October 31, 2022 | 47.55% |
September 30, 2022 | 47.55% |
August 31, 2022 | 47.55% |
July 31, 2022 | 47.55% |
June 30, 2022 | 47.55% |
May 31, 2022 | 47.55% |
Date | Value |
---|---|
April 30, 2022 | 47.55% |
March 31, 2022 | 47.55% |
February 28, 2022 | 47.55% |
January 31, 2022 | 47.55% |
December 31, 2021 | 47.55% |
November 30, 2021 | 47.55% |
October 31, 2021 | 47.55% |
September 30, 2021 | 47.55% |
August 31, 2021 | 47.55% |
July 31, 2021 | 47.55% |
June 30, 2021 | 47.55% |
May 31, 2021 | 47.55% |
April 30, 2021 | 47.55% |
March 31, 2021 | 47.55% |
February 28, 2021 | 47.55% |
January 31, 2021 | 47.55% |
December 31, 2020 | 47.55% |
November 30, 2020 | 47.55% |
October 31, 2020 | 47.55% |
September 30, 2020 | 47.55% |
August 31, 2020 | 47.55% |
July 31, 2020 | 47.55% |
June 30, 2020 | 47.55% |
May 31, 2020 | 47.55% |
April 30, 2020 | 47.55% |
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
22.88%
Minimum
Jun 2019
47.55%
Maximum
Mar 2020
43.85%
Average
47.55%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.497 |
Beta (5Y) | 1.009 |
Alpha (vs YCharts Benchmark) (5Y) | -0.1904 |
Beta (vs YCharts Benchmark) (5Y) | 0.9498 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.38% |
Historical Sharpe Ratio (5Y) | 0.3562 |
Historical Sortino (5Y) | 0.3413 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.95% |