First Trust Dorsey Wright DALI 1 ETF (DALI)
22.83
+0.06
(+0.25%)
USD |
NASDAQ |
Apr 24, 16:00
DALI Max Drawdown (5Y): 36.06% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 36.06% |
February 29, 2024 | 36.06% |
January 31, 2024 | 36.06% |
December 31, 2023 | 36.06% |
November 30, 2023 | 36.06% |
October 31, 2023 | 36.06% |
September 30, 2023 | 36.06% |
August 31, 2023 | 36.06% |
July 31, 2023 | 36.06% |
June 30, 2023 | 36.06% |
May 31, 2023 | 36.06% |
April 30, 2023 | 36.06% |
March 31, 2023 | 36.06% |
February 28, 2023 | 36.06% |
January 31, 2023 | 36.06% |
December 31, 2022 | 36.06% |
November 30, 2022 | 36.06% |
October 31, 2022 | 36.06% |
September 30, 2022 | 36.06% |
August 31, 2022 | 36.06% |
July 31, 2022 | 36.06% |
June 30, 2022 | 36.06% |
May 31, 2022 | 36.06% |
April 30, 2022 | 36.06% |
March 31, 2022 | 36.06% |
Date | Value |
---|---|
February 28, 2022 | 36.06% |
January 31, 2022 | 36.06% |
December 31, 2021 | 36.06% |
November 30, 2021 | 36.06% |
October 31, 2021 | 36.06% |
September 30, 2021 | 36.06% |
August 31, 2021 | 36.06% |
July 31, 2021 | 36.06% |
June 30, 2021 | 36.06% |
May 31, 2021 | 36.06% |
April 30, 2021 | 36.06% |
March 31, 2021 | 36.06% |
February 28, 2021 | 36.06% |
January 31, 2021 | 36.06% |
December 31, 2020 | 36.06% |
November 30, 2020 | 36.06% |
October 31, 2020 | 36.06% |
September 30, 2020 | 36.06% |
August 31, 2020 | 36.06% |
July 31, 2020 | 36.06% |
June 30, 2020 | 36.06% |
May 31, 2020 | 36.06% |
April 30, 2020 | 36.06% |
March 31, 2020 | 36.06% |
February 29, 2020 | 25.44% |
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
25.44%
Minimum
Apr 2019
36.06%
Maximum
Mar 2020
34.11%
Average
36.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.696 |
Beta (5Y) | 0.6596 |
Alpha (vs YCharts Benchmark) (5Y) | -5.696 |
Beta (vs YCharts Benchmark) (5Y) | 0.6596 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.25% |
Historical Sharpe Ratio (5Y) | 0.1514 |
Historical Sortino (5Y) | 0.1637 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.88% |