First Trust NYSE Arca Biotechnology ETF (FBT.TO)
21.49
0.00 (0.00%)
CAD |
TSX |
May 17, 16:00
FBT.TO Max Drawdown (5Y): 40.60% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 40.60% |
| March 31, 2022 | 40.60% |
| February 28, 2022 | 40.60% |
| January 31, 2022 | 40.60% |
| December 31, 2021 | 40.60% |
| November 30, 2021 | 40.60% |
| October 31, 2021 | 40.60% |
| September 30, 2021 | 40.60% |
| August 31, 2021 | 40.60% |
| July 31, 2021 | 40.60% |
| June 30, 2021 | 40.60% |
| May 31, 2021 | 40.60% |
| April 30, 2021 | 40.60% |
| March 31, 2021 | 40.60% |
| February 28, 2021 | 40.60% |
| January 31, 2021 | 40.60% |
| December 31, 2020 | 40.60% |
| November 30, 2020 | 40.60% |
| October 31, 2020 | 40.60% |
| September 30, 2020 | 40.60% |
| August 31, 2020 | 40.60% |
| July 31, 2020 | 40.60% |
| June 30, 2020 | 40.60% |
| May 31, 2020 | 40.60% |
| April 30, 2020 | 40.60% |
| Date | Value |
|---|---|
| March 31, 2020 | 40.60% |
| February 29, 2020 | 21.27% |
| January 31, 2020 | 21.27% |
| December 31, 2019 | 21.27% |
| November 30, 2019 | 21.27% |
| October 31, 2019 | 21.27% |
| September 30, 2019 | 21.27% |
| August 31, 2019 | 21.27% |
| July 31, 2019 | 21.27% |
| June 30, 2019 | 21.27% |
| May 31, 2019 | 21.27% |
| April 30, 2019 | 21.27% |
| March 31, 2019 | 21.27% |
| February 28, 2019 | 21.27% |
| January 31, 2019 | 21.27% |
| December 31, 2018 | 21.27% |
| November 30, 2018 | 20.80% |
| October 31, 2018 | 20.80% |
| September 30, 2018 | 10.93% |
| August 31, 2018 | 10.93% |
| July 31, 2018 | 10.93% |
| June 30, 2018 | 10.93% |
| May 31, 2018 | 10.93% |
| April 30, 2018 | 10.93% |
| March 31, 2018 | 10.93% |
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
10.93%
Minimum
May 2017
40.60%
Maximum
Mar 2020
26.70%
Average
21.27%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.947 |
| Beta (5Y) | 1.023 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.31% |
| Historical Sharpe Ratio (5Y) | 0.1005 |
| Historical Sortino (5Y) | 0.1238 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.92% |