First Trust United Kingdom AlphaDEX® ETF (FKU)
38.09
-0.65
(-1.67%)
USD |
NASDAQ |
Jun 14, 16:00
FKU Max Drawdown (5Y): 54.39% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 54.39% |
April 30, 2024 | 54.39% |
March 31, 2024 | 54.39% |
February 29, 2024 | 54.39% |
January 31, 2024 | 54.39% |
December 31, 2023 | 54.39% |
November 30, 2023 | 54.39% |
October 31, 2023 | 54.39% |
September 30, 2023 | 54.39% |
August 31, 2023 | 54.39% |
July 31, 2023 | 54.39% |
June 30, 2023 | 54.39% |
May 31, 2023 | 54.39% |
April 30, 2023 | 54.39% |
March 31, 2023 | 54.39% |
February 28, 2023 | 54.39% |
January 31, 2023 | 54.39% |
December 31, 2022 | 54.39% |
November 30, 2022 | 54.39% |
October 31, 2022 | 54.39% |
September 30, 2022 | 54.39% |
August 31, 2022 | 54.39% |
July 31, 2022 | 54.39% |
June 30, 2022 | 54.39% |
May 31, 2022 | 54.39% |
Date | Value |
---|---|
April 30, 2022 | 54.39% |
March 31, 2022 | 54.39% |
February 28, 2022 | 54.39% |
January 31, 2022 | 54.39% |
December 31, 2021 | 54.39% |
November 30, 2021 | 54.39% |
October 31, 2021 | 54.39% |
September 30, 2021 | 54.39% |
August 31, 2021 | 54.39% |
July 31, 2021 | 54.39% |
June 30, 2021 | 54.39% |
May 31, 2021 | 54.39% |
April 30, 2021 | 54.39% |
March 31, 2021 | 54.39% |
February 28, 2021 | 54.39% |
January 31, 2021 | 54.39% |
December 31, 2020 | 54.39% |
November 30, 2020 | 54.39% |
October 31, 2020 | 54.39% |
September 30, 2020 | 54.39% |
August 31, 2020 | 54.39% |
July 31, 2020 | 54.39% |
June 30, 2020 | 54.39% |
May 31, 2020 | 54.39% |
April 30, 2020 | 54.39% |
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
31.81%
Minimum
Jun 2019
54.39%
Maximum
Mar 2020
51.00%
Average
54.39%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares MSCI Italy ETF | 43.01% |
iShares MSCI Spain ETF | 46.37% |
iShares MSCI Philippines ETF | 52.41% |
First Trust Germany AlphaDEX® ETF | 51.56% |
Franklin FTSE Australia ETF | 45.73% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.544 |
Beta (5Y) | 1.403 |
Alpha (vs YCharts Benchmark) (5Y) | -12.76 |
Beta (vs YCharts Benchmark) (5Y) | 1.227 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.57% |
Historical Sharpe Ratio (5Y) | 0.1421 |
Historical Sortino (5Y) | 0.1566 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.95% |