First Trust Multi Cap Value AlphaDEX Fund (FAB)

90.52 +1.85 (+2.08%) USD  |  NASDAQ  |  Dec 10, 16:00
More

FAB Max Drawdown (10Y)

Max Drawdown (10Y) Chart

View Max Drawdown (10Y) for FAB.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (10Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (10Y) Range, Past 5 Years

View Max Drawdown (10Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (10Y) Benchmarks

View Max Drawdown (10Y) Benchmarks
Start Trial
iShares Russell Mid-Cap Value ETF Upgrade
Invesco Zacks Mid-Cap ETF Upgrade
Franklin US Low Volatility High Dividend Index --
JPMorgan Diversified Return US Mid Cap Equity ETF --
ProShares Russell US Dividend Growers ETF --

Max Drawdown (10Y) Related Metrics

Alpha (10Y) Upgrade
Beta (10Y) Upgrade
Alpha (vs YCharts Benchmark) (10Y) Upgrade
Beta (vs YCharts Benchmark) (10Y) Upgrade
Annualized Standard Deviation of Monthly Returns (10Y Lookback) Upgrade
Historical Sharpe Ratio (10Y) Upgrade
Historical Sortino (10Y) Upgrade
Monthly Value at Risk (VaR) 5% (10Y Lookback) Upgrade