First Trust NASDAQ Cybersecurity ETF (CIBR.TO)
30.75
+0.09 (+0.29%)
CAD |
TSX |
May 17, 15:49
CIBR.TO Max Drawdown (5Y): 43.76% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 43.76% |
| March 31, 2022 | 43.76% |
| February 28, 2022 | 43.76% |
| January 31, 2022 | 43.76% |
| December 31, 2021 | 43.76% |
| November 30, 2021 | 43.76% |
| October 31, 2021 | 43.76% |
| September 30, 2021 | 43.76% |
| August 31, 2021 | 43.76% |
| July 31, 2021 | 43.76% |
| June 30, 2021 | 43.76% |
| May 31, 2021 | 43.76% |
| April 30, 2021 | 43.76% |
| March 31, 2021 | 43.76% |
| February 28, 2021 | 43.76% |
| January 31, 2021 | 43.76% |
| December 31, 2020 | 43.76% |
| November 30, 2020 | 43.76% |
| October 31, 2020 | 43.76% |
| September 30, 2020 | 43.76% |
| August 31, 2020 | 43.76% |
| July 31, 2020 | 43.76% |
| June 30, 2020 | 43.76% |
| May 31, 2020 | 43.76% |
| April 30, 2020 | 43.76% |
| Date | Value |
|---|---|
| March 31, 2020 | 43.76% |
| February 29, 2020 | 17.76% |
| January 31, 2020 | 17.76% |
| December 31, 2019 | 17.76% |
| November 30, 2019 | 17.76% |
| October 31, 2019 | 17.76% |
| September 30, 2019 | 17.76% |
| August 31, 2019 | 17.76% |
| July 31, 2019 | 17.76% |
| June 30, 2019 | 17.76% |
| May 31, 2019 | 17.76% |
| April 30, 2019 | 17.76% |
| March 31, 2019 | 17.76% |
| February 28, 2019 | 17.76% |
| January 31, 2019 | 17.76% |
| December 31, 2018 | 17.76% |
| November 30, 2018 | 16.26% |
| October 31, 2018 | 16.26% |
| September 30, 2018 | 16.26% |
| August 31, 2018 | 16.26% |
| July 31, 2018 | 16.26% |
| June 30, 2018 | 16.26% |
| May 31, 2018 | 16.26% |
| April 30, 2018 | 16.26% |
| March 31, 2018 | 16.26% |
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
16.26%
Minimum
May 2017
43.76%
Maximum
Mar 2020
28.55%
Average
17.76%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.240 |
| Beta (5Y) | 1.249 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.98% |
| Historical Sharpe Ratio (5Y) | 0.4373 |
| Historical Sortino (5Y) | 0.4999 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.32% |