First Trust NASDAQ Cybersecurity ETF (CIBR)
54.51
+0.19
(+0.35%)
USD |
NASDAQ |
Apr 24, 10:53
CIBR Max Drawdown (5Y): 33.89% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 33.89% |
| February 29, 2024 | 33.89% |
| January 31, 2024 | 33.89% |
| December 31, 2023 | 33.89% |
| November 30, 2023 | 33.89% |
| October 31, 2023 | 33.89% |
| September 30, 2023 | 33.89% |
| August 31, 2023 | 33.89% |
| July 31, 2023 | 33.89% |
| June 30, 2023 | 33.89% |
| May 31, 2023 | 33.89% |
| April 30, 2023 | 33.89% |
| March 31, 2023 | 33.89% |
| February 28, 2023 | 33.89% |
| January 31, 2023 | 33.89% |
| December 31, 2022 | 33.89% |
| November 30, 2022 | 33.89% |
| October 31, 2022 | 33.89% |
| September 30, 2022 | 33.05% |
| August 31, 2022 | 33.05% |
| July 31, 2022 | 33.05% |
| June 30, 2022 | 33.05% |
| May 31, 2022 | 33.05% |
| April 30, 2022 | 33.05% |
| March 31, 2022 | 33.05% |
| Date | Value |
|---|---|
| February 28, 2022 | 33.05% |
| January 31, 2022 | 33.05% |
| December 31, 2021 | 33.05% |
| November 30, 2021 | 33.05% |
| October 31, 2021 | 33.05% |
| September 30, 2021 | 33.05% |
| August 31, 2021 | 33.05% |
| July 31, 2021 | 33.05% |
| June 30, 2021 | 33.05% |
| May 31, 2021 | 33.05% |
| April 30, 2021 | 33.05% |
| March 31, 2021 | 33.05% |
| February 28, 2021 | 33.05% |
| January 31, 2021 | 33.05% |
| December 31, 2020 | 33.05% |
| November 30, 2020 | 33.05% |
| October 31, 2020 | 33.05% |
| September 30, 2020 | 33.05% |
| August 31, 2020 | 33.05% |
| July 31, 2020 | 33.05% |
| June 30, 2020 | 33.05% |
| May 31, 2020 | 33.05% |
| April 30, 2020 | 33.05% |
| March 31, 2020 | 33.05% |
| February 29, 2020 | 31.62% |
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
31.62%
Minimum
Apr 2019
33.89%
Maximum
Oct 2022
33.04%
Average
33.05%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.224 |
| Beta (5Y) | 0.9435 |
| Alpha (vs YCharts Benchmark) (5Y) | -4.442 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7928 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.45% |
| Historical Sharpe Ratio (5Y) | 0.5395 |
| Historical Sortino (5Y) | 0.7176 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.12% |