First Trust SSI Strat Convert Secs ETF (FCVT)
33.16
+0.11
(+0.33%)
USD |
NASDAQ |
Apr 26, 15:47
FCVT Max Drawdown (5Y): 31.85% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 31.85% |
| February 29, 2024 | 31.85% |
| January 31, 2024 | 31.85% |
| December 31, 2023 | 31.85% |
| November 30, 2023 | 31.85% |
| October 31, 2023 | 31.85% |
| September 30, 2023 | 29.96% |
| August 31, 2023 | 29.96% |
| July 31, 2023 | 29.96% |
| June 30, 2023 | 29.96% |
| May 31, 2023 | 29.96% |
| April 30, 2023 | 29.96% |
| March 31, 2023 | 29.96% |
| February 28, 2023 | 29.96% |
| January 31, 2023 | 29.96% |
| December 31, 2022 | 29.96% |
| November 30, 2022 | 29.96% |
| October 31, 2022 | 29.96% |
| September 30, 2022 | 29.90% |
| August 31, 2022 | 29.90% |
| July 31, 2022 | 29.90% |
| June 30, 2022 | 29.90% |
| May 31, 2022 | 29.90% |
| April 30, 2022 | 29.90% |
| March 31, 2022 | 29.90% |
| Date | Value |
|---|---|
| February 28, 2022 | 29.90% |
| January 31, 2022 | 29.90% |
| December 31, 2021 | 29.90% |
| November 30, 2021 | 29.90% |
| October 31, 2021 | 29.90% |
| September 30, 2021 | 29.90% |
| August 31, 2021 | 29.90% |
| July 31, 2021 | 29.90% |
| June 30, 2021 | 29.90% |
| May 31, 2021 | 29.90% |
| April 30, 2021 | 29.90% |
| March 31, 2021 | 29.90% |
| February 28, 2021 | 29.90% |
| January 31, 2021 | 29.90% |
| December 31, 2020 | 29.90% |
| November 30, 2020 | 29.90% |
| October 31, 2020 | 29.90% |
| September 30, 2020 | 29.90% |
| August 31, 2020 | 29.90% |
| July 31, 2020 | 29.90% |
| June 30, 2020 | 29.90% |
| May 31, 2020 | 29.90% |
| April 30, 2020 | 29.90% |
| March 31, 2020 | 29.90% |
| February 29, 2020 | 14.24% |
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
14.24%
Minimum
Apr 2019
31.85%
Maximum
Oct 2023
27.24%
Average
29.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.404 |
| Beta (5Y) | 0.7766 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.404 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7766 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.07% |
| Historical Sharpe Ratio (5Y) | 0.353 |
| Historical Sortino (5Y) | 0.4593 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.45% |