First Trust Energy AlphaDEX® ETF (FXN)
18.89
+0.35
(+1.89%)
USD |
NYSEARCA |
May 31, 16:00
18.88
0.00 (0.00%)
After-Hours: 20:00
FXN Max Drawdown (5Y): 83.25% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 83.25% |
April 30, 2024 | 83.25% |
March 31, 2024 | 83.25% |
February 29, 2024 | 83.25% |
January 31, 2024 | 83.25% |
December 31, 2023 | 83.25% |
November 30, 2023 | 83.25% |
October 31, 2023 | 83.25% |
September 30, 2023 | 83.25% |
August 31, 2023 | 83.25% |
July 31, 2023 | 83.25% |
June 30, 2023 | 83.25% |
May 31, 2023 | 83.25% |
April 30, 2023 | 83.25% |
March 31, 2023 | 83.25% |
February 28, 2023 | 83.25% |
January 31, 2023 | 83.25% |
December 31, 2022 | 83.25% |
November 30, 2022 | 83.25% |
October 31, 2022 | 83.25% |
September 30, 2022 | 83.25% |
August 31, 2022 | 83.25% |
July 31, 2022 | 83.25% |
June 30, 2022 | 83.25% |
May 31, 2022 | 83.25% |
Date | Value |
---|---|
April 30, 2022 | 83.25% |
March 31, 2022 | 83.25% |
February 28, 2022 | 83.25% |
January 31, 2022 | 83.25% |
December 31, 2021 | 83.25% |
November 30, 2021 | 83.25% |
October 31, 2021 | 83.25% |
September 30, 2021 | 83.25% |
August 31, 2021 | 83.25% |
July 31, 2021 | 83.25% |
June 30, 2021 | 83.25% |
May 31, 2021 | 83.25% |
April 30, 2021 | 83.25% |
March 31, 2021 | 83.25% |
February 28, 2021 | 83.25% |
January 31, 2021 | 83.25% |
December 31, 2020 | 83.25% |
November 30, 2020 | 83.25% |
October 31, 2020 | 83.25% |
September 30, 2020 | 83.25% |
August 31, 2020 | 83.25% |
July 31, 2020 | 83.25% |
June 30, 2020 | 83.25% |
May 31, 2020 | 83.25% |
April 30, 2020 | 83.25% |
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
62.26%
Minimum
Jun 2019
83.25%
Maximum
Mar 2020
80.20%
Average
83.25%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.306 |
Beta (5Y) | 1.666 |
Alpha (vs YCharts Benchmark) (5Y) | -1.766 |
Beta (vs YCharts Benchmark) (5Y) | 1.180 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.04% |
Historical Sharpe Ratio (5Y) | 0.2987 |
Historical Sortino (5Y) | 0.3834 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.01% |