First Trust Switzerland AlphaDEX® ETF (FSZ)
65.39
+0.14
(+0.21%)
USD |
NASDAQ |
May 31, 16:00
FSZ Max Drawdown (5Y): 33.97% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 33.97% |
April 30, 2024 | 33.97% |
March 31, 2024 | 33.97% |
February 29, 2024 | 33.97% |
January 31, 2024 | 33.97% |
December 31, 2023 | 33.97% |
November 30, 2023 | 33.97% |
October 31, 2023 | 33.97% |
September 30, 2023 | 33.97% |
August 31, 2023 | 33.97% |
July 31, 2023 | 33.97% |
June 30, 2023 | 33.97% |
May 31, 2023 | 33.97% |
April 30, 2023 | 33.97% |
March 31, 2023 | 33.97% |
February 28, 2023 | 33.97% |
January 31, 2023 | 33.97% |
December 31, 2022 | 33.97% |
November 30, 2022 | 33.97% |
October 31, 2022 | 33.97% |
September 30, 2022 | 33.97% |
August 31, 2022 | 33.97% |
July 31, 2022 | 33.97% |
June 30, 2022 | 33.97% |
May 31, 2022 | 33.97% |
Date | Value |
---|---|
April 30, 2022 | 33.97% |
March 31, 2022 | 33.97% |
February 28, 2022 | 33.97% |
January 31, 2022 | 33.97% |
December 31, 2021 | 33.97% |
November 30, 2021 | 33.97% |
October 31, 2021 | 33.97% |
September 30, 2021 | 33.97% |
August 31, 2021 | 33.97% |
July 31, 2021 | 33.97% |
June 30, 2021 | 33.97% |
May 31, 2021 | 33.97% |
April 30, 2021 | 33.97% |
March 31, 2021 | 33.97% |
February 28, 2021 | 33.97% |
January 31, 2021 | 33.97% |
December 31, 2020 | 33.97% |
November 30, 2020 | 33.97% |
October 31, 2020 | 33.97% |
September 30, 2020 | 33.97% |
August 31, 2020 | 33.97% |
July 31, 2020 | 33.97% |
June 30, 2020 | 33.97% |
May 31, 2020 | 33.97% |
April 30, 2020 | 33.97% |
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
24.00%
Minimum
Jun 2019
33.97%
Maximum
Mar 2020
32.48%
Average
33.97%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares MSCI Belgium ETF | 42.79% |
VanEck Africa ETF | 53.35% |
iShares MSCI Ireland ETF | 46.47% |
iShares MSCI Poland ETF | 61.40% |
VanEck Israel ETF | 44.99% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.049 |
Beta (5Y) | 1.012 |
Alpha (vs YCharts Benchmark) (5Y) | -0.2827 |
Beta (vs YCharts Benchmark) (5Y) | 0.9357 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.90% |
Historical Sharpe Ratio (5Y) | 0.3259 |
Historical Sortino (5Y) | 0.4023 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.76% |