First Trust Natural Gas ETF (FCG)
27.02
+0.25
(+0.93%)
USD |
NYSEARCA |
May 03, 16:00
27.02
0.00 (0.00%)
After-Hours: 20:00
FCG Max Drawdown (5Y): 92.02% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 92.02% |
March 31, 2024 | 92.02% |
February 29, 2024 | 92.02% |
January 31, 2024 | 92.02% |
December 31, 2023 | 92.02% |
November 30, 2023 | 92.02% |
October 31, 2023 | 92.02% |
September 30, 2023 | 92.02% |
August 31, 2023 | 92.02% |
July 31, 2023 | 92.02% |
June 30, 2023 | 92.02% |
May 31, 2023 | 92.02% |
April 30, 2023 | 92.02% |
March 31, 2023 | 92.02% |
February 28, 2023 | 92.02% |
January 31, 2023 | 92.02% |
December 31, 2022 | 92.02% |
November 30, 2022 | 92.02% |
October 31, 2022 | 92.02% |
September 30, 2022 | 92.02% |
August 31, 2022 | 92.02% |
July 31, 2022 | 92.02% |
June 30, 2022 | 92.02% |
May 31, 2022 | 92.02% |
April 30, 2022 | 92.02% |
Date | Value |
---|---|
March 31, 2022 | 92.02% |
February 28, 2022 | 92.02% |
January 31, 2022 | 92.02% |
December 31, 2021 | 92.02% |
November 30, 2021 | 92.02% |
October 31, 2021 | 92.02% |
September 30, 2021 | 92.02% |
August 31, 2021 | 92.02% |
July 31, 2021 | 92.02% |
June 30, 2021 | 92.02% |
May 31, 2021 | 92.02% |
April 30, 2021 | 92.02% |
March 31, 2021 | 92.02% |
February 28, 2021 | 92.02% |
January 31, 2021 | 92.02% |
December 31, 2020 | 92.02% |
November 30, 2020 | 92.02% |
October 31, 2020 | 92.02% |
September 30, 2020 | 92.02% |
August 31, 2020 | 92.02% |
July 31, 2020 | 92.02% |
June 30, 2020 | 92.02% |
May 31, 2020 | 92.02% |
April 30, 2020 | 92.02% |
March 31, 2020 | 92.02% |
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
87.69%
Minimum
May 2019
92.02%
Maximum
Mar 2020
91.30%
Average
92.02%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.952 |
Beta (5Y) | 1.850 |
Alpha (vs YCharts Benchmark) (5Y) | -2.594 |
Beta (vs YCharts Benchmark) (5Y) | 1.400 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.51% |
Historical Sharpe Ratio (5Y) | 0.2169 |
Historical Sortino (5Y) | 0.3239 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.32% |