First Trust China AlphaDEX® ETF (FCA)
20.07
+0.12
(+0.60%)
USD |
NASDAQ |
May 03, 16:00
FCA Max Drawdown (5Y): 42.46% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 42.46% |
| March 31, 2024 | 42.46% |
| February 29, 2024 | 42.46% |
| January 31, 2024 | 42.46% |
| December 31, 2023 | 42.46% |
| November 30, 2023 | 42.46% |
| October 31, 2023 | 42.46% |
| September 30, 2023 | 42.46% |
| August 31, 2023 | 42.46% |
| July 31, 2023 | 42.46% |
| June 30, 2023 | 42.46% |
| May 31, 2023 | 42.46% |
| April 30, 2023 | 42.46% |
| March 31, 2023 | 42.46% |
| February 28, 2023 | 42.46% |
| January 31, 2023 | 42.46% |
| December 31, 2022 | 42.46% |
| November 30, 2022 | 42.46% |
| October 31, 2022 | 42.46% |
| September 30, 2022 | 39.96% |
| August 31, 2022 | 39.96% |
| July 31, 2022 | 39.96% |
| June 30, 2022 | 39.96% |
| May 31, 2022 | 39.96% |
| April 30, 2022 | 39.96% |
| Date | Value |
|---|---|
| March 31, 2022 | 39.96% |
| February 28, 2022 | 39.96% |
| January 31, 2022 | 39.96% |
| December 31, 2021 | 39.96% |
| November 30, 2021 | 39.96% |
| October 31, 2021 | 39.96% |
| September 30, 2021 | 39.96% |
| August 31, 2021 | 39.96% |
| July 31, 2021 | 39.96% |
| June 30, 2021 | 39.96% |
| May 31, 2021 | 39.96% |
| April 30, 2021 | 39.96% |
| March 31, 2021 | 40.23% |
| February 28, 2021 | 41.47% |
| January 31, 2021 | 41.47% |
| December 31, 2020 | 41.47% |
| November 30, 2020 | 45.59% |
| October 31, 2020 | 45.59% |
| September 30, 2020 | 45.59% |
| August 31, 2020 | 45.59% |
| July 31, 2020 | 45.59% |
| June 30, 2020 | 45.59% |
| May 31, 2020 | 45.59% |
| April 30, 2020 | 45.59% |
| March 31, 2020 | 45.59% |
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
39.96%
Minimum
Apr 2021
45.59%
Maximum
May 2019
42.61%
Average
42.46%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
| SPDR® S&P China ETF | 60.23% |
| iShares MSCI China ETF | 63.18% |
| KraneShares MSCI All China ETF | 56.29% |
| iShares MSCI Hong Kong ETF | 44.10% |
| iShares China Large-Cap ETF | 60.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.690 |
| Beta (5Y) | 0.8602 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.344 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7336 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.55% |
| Historical Sharpe Ratio (5Y) | -0.2005 |
| Historical Sortino (5Y) | -0.2953 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.95% |