First Trust Global Wind Energy ETF (FAN)
20.47
+0.10
(+0.47%)
USD |
NYSEARCA |
Dec 11, 16:00
20.47
0.00 (0.00%)
After-Hours: 20:00
FAN Max Drawdown (5Y): 46.30% for Nov. 30, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| First Trust NASDAQ Clean Edge Green Energy Idx Fd | 71.73% |
| First Trust S&P REIT Index Fund | 31.25% |
| First Trust Natural Gas ETF | 68.14% |
| First Trust Water ETF | 28.54% |
| iShares Core US REIT ETF | 31.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.41 |
| Beta (5Y) | 1.013 |
| Alpha (vs YCharts Benchmark) (5Y) | -13.21 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8804 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.56% |
| Historical Sharpe Ratio (5Y) | -0.1128 |
| Historical Sortino (5Y) | -0.1936 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.06% |