First Trust NASDAQ® Cln Edge® GrnEngyETF (QCLN)
37.78
-0.11
(-0.29%)
USD |
NASDAQ |
May 31, 16:00
37.75
-0.03
(-0.08%)
After-Hours: 20:00
QCLN Max Drawdown (5Y): 65.09% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 65.09% |
April 30, 2024 | 65.09% |
March 31, 2024 | 62.68% |
February 29, 2024 | 62.30% |
January 31, 2024 | 62.30% |
December 31, 2023 | 62.30% |
November 30, 2023 | 62.30% |
October 31, 2023 | 62.06% |
September 30, 2023 | 51.70% |
August 31, 2023 | 50.39% |
July 31, 2023 | 50.39% |
June 30, 2023 | 50.39% |
May 31, 2023 | 50.39% |
April 30, 2023 | 49.37% |
March 31, 2023 | 48.18% |
February 28, 2023 | 48.18% |
January 31, 2023 | 48.18% |
December 31, 2022 | 48.00% |
November 30, 2022 | 47.73% |
October 31, 2022 | 47.73% |
September 30, 2022 | 47.73% |
August 31, 2022 | 47.73% |
July 31, 2022 | 47.73% |
June 30, 2022 | 47.73% |
May 31, 2022 | 47.73% |
Date | Value |
---|---|
April 30, 2022 | 45.03% |
March 31, 2022 | 45.03% |
February 28, 2022 | 45.03% |
January 31, 2022 | 45.03% |
December 31, 2021 | 45.03% |
November 30, 2021 | 45.03% |
October 31, 2021 | 45.03% |
September 30, 2021 | 45.03% |
August 31, 2021 | 45.03% |
July 31, 2021 | 45.03% |
June 30, 2021 | 45.03% |
May 31, 2021 | 45.03% |
April 30, 2021 | 45.03% |
March 31, 2021 | 45.03% |
February 28, 2021 | 45.03% |
January 31, 2021 | 45.03% |
December 31, 2020 | 45.03% |
November 30, 2020 | 45.03% |
October 31, 2020 | 45.03% |
September 30, 2020 | 45.03% |
August 31, 2020 | 45.03% |
July 31, 2020 | 45.03% |
June 30, 2020 | 45.03% |
May 31, 2020 | 45.03% |
April 30, 2020 | 45.03% |
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
40.10%
Minimum
Jun 2019
65.09%
Maximum
Apr 2024
47.75%
Average
45.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.830 |
Beta (5Y) | 1.619 |
Alpha (vs YCharts Benchmark) (5Y) | -18.43 |
Beta (vs YCharts Benchmark) (5Y) | 1.297 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.66% |
Historical Sharpe Ratio (5Y) | 0.3005 |
Historical Sortino (5Y) | 0.5261 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.51% |