First Trust Global Wind Energy ETF (FAN)
17.44
+0.05
(+0.29%)
USD |
NYSEARCA |
May 31, 16:00
17.37
-0.07
(-0.40%)
After-Hours: 20:00
FAN Max Drawdown (5Y): 46.30% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 46.30% |
April 30, 2024 | 46.30% |
March 31, 2024 | 46.30% |
February 29, 2024 | 46.30% |
January 31, 2024 | 46.30% |
December 31, 2023 | 46.30% |
November 30, 2023 | 46.30% |
October 31, 2023 | 46.30% |
September 30, 2023 | 42.80% |
August 31, 2023 | 42.80% |
July 31, 2023 | 42.80% |
June 30, 2023 | 42.80% |
May 31, 2023 | 42.80% |
April 30, 2023 | 42.80% |
March 31, 2023 | 42.80% |
February 28, 2023 | 42.80% |
January 31, 2023 | 42.80% |
December 31, 2022 | 42.80% |
November 30, 2022 | 42.80% |
October 31, 2022 | 42.80% |
September 30, 2022 | 40.13% |
August 31, 2022 | 34.72% |
July 31, 2022 | 34.72% |
June 30, 2022 | 34.72% |
May 31, 2022 | 34.72% |
Date | Value |
---|---|
April 30, 2022 | 34.72% |
March 31, 2022 | 34.72% |
February 28, 2022 | 34.72% |
January 31, 2022 | 34.72% |
December 31, 2021 | 34.72% |
November 30, 2021 | 34.72% |
October 31, 2021 | 34.72% |
September 30, 2021 | 34.72% |
August 31, 2021 | 34.72% |
July 31, 2021 | 34.72% |
June 30, 2021 | 34.72% |
May 31, 2021 | 34.72% |
April 30, 2021 | 34.72% |
March 31, 2021 | 34.72% |
February 28, 2021 | 34.72% |
January 31, 2021 | 34.72% |
December 31, 2020 | 34.72% |
November 30, 2020 | 34.72% |
October 31, 2020 | 34.72% |
September 30, 2020 | 34.72% |
August 31, 2020 | 34.72% |
July 31, 2020 | 34.72% |
June 30, 2020 | 34.72% |
May 31, 2020 | 34.72% |
April 30, 2020 | 34.72% |
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
22.92%
Minimum
Nov 2019
46.30%
Maximum
Oct 2023
36.71%
Average
34.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares Global Clean Energy ETF | 61.07% |
VanEck Low Carbon Energy ETF | 50.75% |
VanEck Uranium & Nuclear ETF | 34.35% |
iShares US Oil Equipment & Services ETF | 90.05% |
Amplify Mobile Payments ETF | 51.75% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.142 |
Beta (5Y) | 0.9805 |
Alpha (vs YCharts Benchmark) (5Y) | 1.371 |
Beta (vs YCharts Benchmark) (5Y) | 0.8332 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.94% |
Historical Sharpe Ratio (5Y) | 0.2431 |
Historical Sortino (5Y) | 0.352 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.06% |