First Trust NYSE Arca Biotech ETF (FBT)
154.16
+1.33 (+0.87%)
USD |
NYSEARCA |
Mar 31, 11:25
FBT Max Drawdown (5Y): 33.28% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 40.51% |
July 31, 2020 | 40.51% |
June 30, 2020 | 40.51% |
May 31, 2020 | 40.51% |
April 30, 2020 | 40.51% |
March 31, 2020 | 40.51% |
February 29, 2020 | 40.51% |
January 31, 2020 | 40.51% |
December 31, 2019 | 40.51% |
November 30, 2019 | 40.51% |
October 31, 2019 | 40.51% |
September 30, 2019 | 40.51% |
August 31, 2019 | 40.51% |
July 31, 2019 | 40.51% |
June 30, 2019 | 40.51% |
May 31, 2019 | 40.51% |
April 30, 2019 | 40.51% |
March 31, 2019 | 40.51% |
February 28, 2019 | 40.51% |
January 31, 2019 | 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
Mar 2018
37.11%
Average
40.51%
Median
Mar 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.130 |
Beta (5Y) | 0.8071 |
Alpha (vs YCharts Benchmark) (5Y) | -5.971 |
Beta (vs YCharts Benchmark) (5Y) | 1.033 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.02% |
Historical Sharpe Ratio (5Y) | 0.1567 |
Historical Sortino (5Y) | 0.2475 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.38% |