First Trust NYSE Arca Biotechnology Index Fund (FBT)

167.51 +0.29 (+0.17%) USD  |  NYSEARCA  |  Dec 26, 12:48
More

FBT Max Drawdown (5Y): 33.28% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for FBT.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) 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 (5Y) Range, Past 5 Years

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

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
iShares Biotechnology ETF 39.82%
First Trust Health Care AlphaDEX Fund 30.61%
iShares US Medical Devices ETF 33.25%
iShares US Healthcare ETF 28.40%
First Trust Nasdaq Lux Digi Health Solutions ETF --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.665
Beta (5Y) 0.6710
Alpha (vs YCharts Benchmark) (5Y) -5.045
Beta (vs YCharts Benchmark) (5Y) 0.8229
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 21.67%
Historical Sharpe Ratio (5Y) 0.0485
Historical Sortino (5Y) 0.0747
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.90%