First Trust North Amer Engy InfrasETF (EMLP)
29.69
+0.20
(+0.68%)
USD |
NYSEARCA |
Apr 24, 16:00
29.66
-0.02
(-0.08%)
After-Hours: 20:00
EMLP Max Drawdown (5Y): 43.61% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 43.61% |
February 29, 2024 | 43.61% |
January 31, 2024 | 43.61% |
December 31, 2023 | 43.61% |
November 30, 2023 | 43.61% |
October 31, 2023 | 43.61% |
September 30, 2023 | 43.61% |
August 31, 2023 | 43.61% |
July 31, 2023 | 43.61% |
June 30, 2023 | 43.61% |
May 31, 2023 | 43.61% |
April 30, 2023 | 43.61% |
March 31, 2023 | 43.61% |
February 28, 2023 | 43.61% |
January 31, 2023 | 43.61% |
December 31, 2022 | 43.61% |
November 30, 2022 | 43.61% |
October 31, 2022 | 43.61% |
September 30, 2022 | 43.61% |
August 31, 2022 | 43.61% |
July 31, 2022 | 43.61% |
June 30, 2022 | 43.61% |
May 31, 2022 | 43.61% |
April 30, 2022 | 43.61% |
March 31, 2022 | 43.61% |
Date | Value |
---|---|
February 28, 2022 | 43.61% |
January 31, 2022 | 43.61% |
December 31, 2021 | 43.61% |
November 30, 2021 | 43.61% |
October 31, 2021 | 43.61% |
September 30, 2021 | 43.61% |
August 31, 2021 | 43.61% |
July 31, 2021 | 43.61% |
June 30, 2021 | 43.61% |
May 31, 2021 | 43.61% |
April 30, 2021 | 43.61% |
March 31, 2021 | 43.61% |
February 28, 2021 | 43.61% |
January 31, 2021 | 43.61% |
December 31, 2020 | 43.61% |
November 30, 2020 | 43.61% |
October 31, 2020 | 43.61% |
September 30, 2020 | 43.61% |
August 31, 2020 | 43.61% |
July 31, 2020 | 43.61% |
June 30, 2020 | 43.61% |
May 31, 2020 | 43.61% |
April 30, 2020 | 43.61% |
March 31, 2020 | 43.61% |
February 29, 2020 | 35.59% |
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
35.59%
Minimum
Apr 2019
43.61%
Maximum
Mar 2020
42.14%
Average
43.61%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.380 |
Beta (5Y) | 0.8062 |
Alpha (vs YCharts Benchmark) (5Y) | 1.815 |
Beta (vs YCharts Benchmark) (5Y) | 0.3787 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.57% |
Historical Sharpe Ratio (5Y) | 0.2663 |
Historical Sortino (5Y) | 0.2595 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.31% |