First Trust Morningstar Div Leaders ETF (FDL)
36.72
+0.20
(+0.55%)
USD |
NYSEARCA |
Apr 18, 11:20
FDL Max Drawdown (5Y): 41.40% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 41.40% |
February 29, 2024 | 41.40% |
January 31, 2024 | 41.40% |
December 31, 2023 | 41.40% |
November 30, 2023 | 41.40% |
October 31, 2023 | 41.40% |
September 30, 2023 | 41.40% |
August 31, 2023 | 41.40% |
July 31, 2023 | 41.40% |
June 30, 2023 | 41.40% |
May 31, 2023 | 41.40% |
April 30, 2023 | 41.40% |
March 31, 2023 | 41.40% |
February 28, 2023 | 41.40% |
January 31, 2023 | 41.40% |
December 31, 2022 | 41.40% |
November 30, 2022 | 41.40% |
October 31, 2022 | 41.40% |
September 30, 2022 | 41.40% |
August 31, 2022 | 41.40% |
July 31, 2022 | 41.40% |
June 30, 2022 | 41.40% |
May 31, 2022 | 41.40% |
April 30, 2022 | 41.40% |
March 31, 2022 | 41.40% |
Date | Value |
---|---|
February 28, 2022 | 41.40% |
January 31, 2022 | 41.40% |
December 31, 2021 | 41.40% |
November 30, 2021 | 41.40% |
October 31, 2021 | 41.40% |
September 30, 2021 | 41.40% |
August 31, 2021 | 41.40% |
July 31, 2021 | 41.40% |
June 30, 2021 | 41.40% |
May 31, 2021 | 41.40% |
April 30, 2021 | 41.40% |
March 31, 2021 | 41.40% |
February 28, 2021 | 41.40% |
January 31, 2021 | 41.40% |
December 31, 2020 | 41.40% |
November 30, 2020 | 41.40% |
October 31, 2020 | 41.40% |
September 30, 2020 | 41.40% |
August 31, 2020 | 41.40% |
July 31, 2020 | 41.40% |
June 30, 2020 | 41.40% |
May 31, 2020 | 41.40% |
April 30, 2020 | 41.40% |
March 31, 2020 | 41.40% |
February 29, 2020 | 15.15% |
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
13.29%
Minimum
Apr 2019
41.40%
Maximum
Mar 2020
36.28%
Average
41.40%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.927 |
Beta (5Y) | 0.8824 |
Alpha (vs YCharts Benchmark) (5Y) | -0.5791 |
Beta (vs YCharts Benchmark) (5Y) | 0.9822 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.83% |
Historical Sharpe Ratio (5Y) | 0.3828 |
Historical Sortino (5Y) | 0.4002 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.48% |