First Trust Alerian Dsrupt Tech RE ETF (DTRE)
37.96
+0.25
(+0.67%)
USD |
NYSEARCA |
May 03, 16:00
DTRE Max Drawdown (5Y): 42.79% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 42.79% |
March 31, 2024 | 42.79% |
February 29, 2024 | 42.79% |
January 31, 2024 | 42.79% |
December 31, 2023 | 42.79% |
November 30, 2023 | 42.79% |
October 31, 2023 | 42.79% |
September 30, 2023 | 42.79% |
August 31, 2023 | 42.79% |
July 31, 2023 | 42.79% |
June 30, 2023 | 42.79% |
May 31, 2023 | 42.79% |
April 30, 2023 | 42.79% |
March 31, 2023 | 42.79% |
February 28, 2023 | 42.79% |
January 31, 2023 | 42.79% |
December 31, 2022 | 42.79% |
November 30, 2022 | 42.79% |
October 31, 2022 | 42.79% |
September 30, 2022 | 42.79% |
August 31, 2022 | 42.79% |
July 31, 2022 | 42.79% |
June 30, 2022 | 42.79% |
May 31, 2022 | 42.79% |
April 30, 2022 | 42.79% |
Date | Value |
---|---|
March 31, 2022 | 42.79% |
February 28, 2022 | 42.79% |
January 31, 2022 | 42.79% |
December 31, 2021 | 42.79% |
November 30, 2021 | 42.79% |
October 31, 2021 | 42.79% |
September 30, 2021 | 42.79% |
August 31, 2021 | 42.79% |
July 31, 2021 | 42.79% |
June 30, 2021 | 42.79% |
May 31, 2021 | 42.79% |
April 30, 2021 | 42.79% |
March 31, 2021 | 42.79% |
February 28, 2021 | 42.79% |
January 31, 2021 | 42.79% |
December 31, 2020 | 42.79% |
November 30, 2020 | 42.79% |
October 31, 2020 | 42.79% |
September 30, 2020 | 42.79% |
August 31, 2020 | 42.79% |
July 31, 2020 | 42.79% |
June 30, 2020 | 42.79% |
May 31, 2020 | 42.79% |
April 30, 2020 | 42.79% |
March 31, 2020 | 42.79% |
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
16.62%
Minimum
May 2019
42.79%
Maximum
Mar 2020
38.43%
Average
42.79%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.15 |
Beta (5Y) | 1.064 |
Alpha (vs YCharts Benchmark) (5Y) | -4.659 |
Beta (vs YCharts Benchmark) (5Y) | 1.02 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.75% |
Historical Sharpe Ratio (5Y) | -0.177 |
Historical Sortino (5Y) | -0.1938 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.31% |