First Trust Senior FR Income II (FCT)
11.18
+0.10 (+0.86%)
USD |
NYSE |
May 17, 16:00
11.18
0.00 (0.00%)
After-Hours: 17:28
FCT Max Drawdown (5Y): 40.30% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 40.30% |
March 31, 2022 | 40.30% |
February 28, 2022 | 40.30% |
January 31, 2022 | 40.30% |
December 31, 2021 | 40.30% |
November 30, 2021 | 40.30% |
October 31, 2021 | 40.30% |
September 30, 2021 | 40.30% |
August 31, 2021 | 40.30% |
July 31, 2021 | 40.30% |
June 30, 2021 | 40.30% |
May 31, 2021 | 40.30% |
April 30, 2021 | 40.30% |
March 31, 2021 | 40.30% |
February 28, 2021 | 40.30% |
January 31, 2021 | 40.30% |
December 31, 2020 | 40.30% |
November 30, 2020 | 40.30% |
October 31, 2020 | 40.30% |
September 30, 2020 | 40.30% |
August 31, 2020 | 40.30% |
July 31, 2020 | 40.30% |
June 30, 2020 | 40.30% |
May 31, 2020 | 40.30% |
April 30, 2020 | 40.30% |
Date | Value |
---|---|
March 31, 2020 | 40.30% |
February 29, 2020 | 16.16% |
January 31, 2020 | 16.16% |
December 31, 2019 | 16.16% |
November 30, 2019 | 16.16% |
October 31, 2019 | 16.16% |
September 30, 2019 | 16.16% |
August 31, 2019 | 16.16% |
July 31, 2019 | 16.16% |
June 30, 2019 | 16.16% |
May 31, 2019 | 16.16% |
April 30, 2019 | 16.16% |
March 31, 2019 | 16.16% |
February 28, 2019 | 16.16% |
January 31, 2019 | 16.16% |
December 31, 2018 | 16.16% |
November 30, 2018 | 16.16% |
October 31, 2018 | 16.16% |
September 30, 2018 | 16.16% |
August 31, 2018 | 16.16% |
July 31, 2018 | 16.16% |
June 30, 2018 | 16.16% |
May 31, 2018 | 16.16% |
April 30, 2018 | 16.16% |
March 31, 2018 | 16.16% |
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
16.16%
Minimum
May 2017
40.30%
Maximum
Mar 2020
26.62%
Average
16.16%
Median
May 2017
Max Drawdown (5Y) Benchmarks
BlackRock Floating Rate Inc Trust | 41.92% |
EV Senior Floating Rate | 42.01% |
EV Floating Rate Income | 45.43% |
EV Senior Income Trust | 40.99% |
Pioneer Floating Rate Fund | 39.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.298 |
Beta (5Y) | -0.1847 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.51% |
Historical Sharpe Ratio (5Y) | 0.3852 |
Historical Sortino (5Y) | 0.3603 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.59% |