First Trust NASDAQ® ABA Community Bk ETF (QABA)
46.14
+0.54
(+1.18%)
USD |
NASDAQ |
May 03, 16:00
46.10
-0.04
(-0.08%)
Pre-Market: 20:00
QABA Max Drawdown (5Y): 49.30% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 49.30% |
March 31, 2024 | 49.30% |
February 29, 2024 | 49.30% |
January 31, 2024 | 49.30% |
December 31, 2023 | 49.30% |
November 30, 2023 | 49.30% |
October 31, 2023 | 49.30% |
September 30, 2023 | 49.30% |
August 31, 2023 | 49.30% |
July 31, 2023 | 49.30% |
June 30, 2023 | 49.30% |
May 31, 2023 | 49.30% |
April 30, 2023 | 49.30% |
March 31, 2023 | 49.30% |
February 28, 2023 | 49.30% |
January 31, 2023 | 49.30% |
December 31, 2022 | 49.30% |
November 30, 2022 | 49.30% |
October 31, 2022 | 49.30% |
September 30, 2022 | 49.30% |
August 31, 2022 | 49.30% |
July 31, 2022 | 49.30% |
June 30, 2022 | 49.30% |
May 31, 2022 | 49.30% |
April 30, 2022 | 49.30% |
Date | Value |
---|---|
March 31, 2022 | 49.30% |
February 28, 2022 | 49.30% |
January 31, 2022 | 49.30% |
December 31, 2021 | 49.30% |
November 30, 2021 | 49.30% |
October 31, 2021 | 49.30% |
September 30, 2021 | 49.30% |
August 31, 2021 | 49.30% |
July 31, 2021 | 49.30% |
June 30, 2021 | 49.30% |
May 31, 2021 | 49.30% |
April 30, 2021 | 49.30% |
March 31, 2021 | 49.30% |
February 28, 2021 | 49.30% |
January 31, 2021 | 49.30% |
December 31, 2020 | 49.30% |
November 30, 2020 | 49.30% |
October 31, 2020 | 49.30% |
September 30, 2020 | 49.30% |
August 31, 2020 | 49.30% |
July 31, 2020 | 49.30% |
June 30, 2020 | 49.30% |
May 31, 2020 | 49.30% |
April 30, 2020 | 49.30% |
March 31, 2020 | 49.30% |
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
28.66%
Minimum
May 2019
49.30%
Maximum
Mar 2020
45.86%
Average
49.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Invesco S&P SmallCap Financials ETF | 45.39% |
Invesco KBW Regional Banking ETF | 52.79% |
First Trust Specialty Fnc & Fncl Oppor | 74.21% |
SPDR® S&P Bank ETF | 53.11% |
SPDR® S&P Regional Banking ETF | 54.98% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.06 |
Beta (5Y) | 0.9735 |
Alpha (vs YCharts Benchmark) (5Y) | -9.470 |
Beta (vs YCharts Benchmark) (5Y) | 1.030 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.57% |
Historical Sharpe Ratio (5Y) | -0.0613 |
Historical Sortino (5Y) | -0.0863 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.78% |