First Trust Global Wind Energy ETF (FAN)
14.94
+0.07
(+0.47%)
USD |
NYSEARCA |
Apr 18, 16:00
14.94
0.00 (0.00%)
After-Hours: 20:00
FAN Max Drawdown (5Y): 46.30% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 46.30% |
| February 29, 2024 | 46.30% |
| January 31, 2024 | 46.30% |
| December 31, 2023 | 46.30% |
| November 30, 2023 | 46.30% |
| October 31, 2023 | 46.30% |
| September 30, 2023 | 42.80% |
| August 31, 2023 | 42.80% |
| July 31, 2023 | 42.80% |
| June 30, 2023 | 42.80% |
| May 31, 2023 | 42.80% |
| April 30, 2023 | 42.80% |
| March 31, 2023 | 42.80% |
| February 28, 2023 | 42.80% |
| January 31, 2023 | 42.80% |
| December 31, 2022 | 42.80% |
| November 30, 2022 | 42.80% |
| October 31, 2022 | 42.80% |
| September 30, 2022 | 40.13% |
| August 31, 2022 | 34.72% |
| July 31, 2022 | 34.72% |
| June 30, 2022 | 34.72% |
| May 31, 2022 | 34.72% |
| April 30, 2022 | 34.72% |
| March 31, 2022 | 34.72% |
| Date | Value |
|---|---|
| February 28, 2022 | 34.72% |
| January 31, 2022 | 34.72% |
| December 31, 2021 | 34.72% |
| November 30, 2021 | 34.72% |
| October 31, 2021 | 34.72% |
| September 30, 2021 | 34.72% |
| August 31, 2021 | 34.72% |
| July 31, 2021 | 34.72% |
| June 30, 2021 | 34.72% |
| May 31, 2021 | 34.72% |
| April 30, 2021 | 34.72% |
| March 31, 2021 | 34.72% |
| February 28, 2021 | 34.72% |
| January 31, 2021 | 34.72% |
| December 31, 2020 | 34.72% |
| November 30, 2020 | 34.72% |
| October 31, 2020 | 34.72% |
| September 30, 2020 | 34.72% |
| August 31, 2020 | 34.72% |
| July 31, 2020 | 34.72% |
| June 30, 2020 | 34.72% |
| May 31, 2020 | 34.72% |
| April 30, 2020 | 34.72% |
| March 31, 2020 | 34.72% |
| February 29, 2020 | 22.92% |
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
22.92%
Minimum
Nov 2019
46.30%
Maximum
Oct 2023
36.28%
Average
34.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.575 |
| Beta (5Y) | 0.9651 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.036 |
| Beta (vs YCharts Benchmark) (5Y) | 0.804 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.55% |
| Historical Sharpe Ratio (5Y) | 0.1233 |
| Historical Sortino (5Y) | 0.1757 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.06% |