First Trust NYSE Arca Biotech ETF (FBT)
163.49
-6.54
(-3.85%)
USD |
NYSEARCA |
Nov 15, 12:19
FBT Max Drawdown (5Y): 33.28% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 33.28% |
| September 30, 2024 | 33.28% |
| August 31, 2024 | 33.28% |
| July 31, 2024 | 33.28% |
| June 30, 2024 | 33.28% |
| May 31, 2024 | 33.28% |
| April 30, 2024 | 33.28% |
| March 31, 2024 | 33.28% |
| February 29, 2024 | 33.28% |
| January 31, 2024 | 33.28% |
| December 31, 2023 | 33.28% |
| November 30, 2023 | 33.28% |
| October 31, 2023 | 33.28% |
| September 30, 2023 | 33.28% |
| August 31, 2023 | 33.28% |
| July 31, 2023 | 33.28% |
| June 30, 2023 | 33.28% |
| May 31, 2023 | 33.28% |
| April 30, 2023 | 33.28% |
| March 31, 2023 | 33.28% |
| February 28, 2023 | 33.28% |
| January 31, 2023 | 33.28% |
| December 31, 2022 | 33.28% |
| November 30, 2022 | 33.28% |
| October 31, 2022 | 33.28% |
| Date | Value |
|---|---|
| September 30, 2022 | 33.28% |
| August 31, 2022 | 33.28% |
| July 31, 2022 | 33.28% |
| June 30, 2022 | 33.28% |
| May 31, 2022 | 32.31% |
| April 30, 2022 | 28.05% |
| March 31, 2022 | 28.05% |
| February 28, 2022 | 28.05% |
| January 31, 2022 | 28.05% |
| December 31, 2021 | 28.05% |
| November 30, 2021 | 28.05% |
| October 31, 2021 | 29.94% |
| September 30, 2021 | 30.85% |
| August 31, 2021 | 36.32% |
| July 31, 2021 | 36.32% |
| June 30, 2021 | 36.32% |
| May 31, 2021 | 36.32% |
| April 30, 2021 | 36.32% |
| March 31, 2021 | 36.50% |
| February 28, 2021 | 36.50% |
| January 31, 2021 | 36.50% |
| December 31, 2020 | 37.46% |
| November 30, 2020 | 40.51% |
| October 31, 2020 | 40.51% |
| September 30, 2020 | 40.51% |
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
28.05%
Minimum
Nov 2021
40.51%
Maximum
Nov 2019
34.70%
Average
33.28%
Median
Jun 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.424 |
| Beta (5Y) | 0.6846 |
| Alpha (vs YCharts Benchmark) (5Y) | -4.058 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8583 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.64% |
| Historical Sharpe Ratio (5Y) | 0.1475 |
| Historical Sortino (5Y) | 0.2274 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.90% |