First Trust Dow Jones Internet ETF (FDN.TO)
22.18
0.00 (0.00%)
CAD |
TSX |
May 03, 16:00
FDN.TO Max Drawdown (5Y): 50.25% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 50.25% |
| March 31, 2024 | 50.25% |
| February 29, 2024 | 50.25% |
| January 31, 2024 | 50.25% |
| December 31, 2023 | 50.25% |
| November 30, 2023 | 50.25% |
| October 31, 2023 | 50.25% |
| September 30, 2023 | 50.25% |
| August 31, 2023 | 50.25% |
| July 31, 2023 | 50.25% |
| June 30, 2023 | 50.25% |
| May 31, 2023 | 50.25% |
| April 30, 2023 | 50.25% |
| March 31, 2023 | 50.25% |
| February 28, 2023 | 50.25% |
| January 31, 2023 | 50.25% |
| December 31, 2022 | 50.25% |
| November 30, 2022 | 50.25% |
| October 31, 2022 | 49.28% |
| September 30, 2022 | 49.28% |
| August 31, 2022 | 49.28% |
| July 31, 2022 | 49.28% |
| June 30, 2022 | 49.28% |
| May 31, 2022 | 47.77% |
| April 30, 2022 | 36.94% |
| Date | Value |
|---|---|
| March 31, 2022 | 34.23% |
| February 28, 2022 | 28.43% |
| January 31, 2022 | 26.72% |
| December 31, 2021 | 18.48% |
| November 30, 2021 | 18.48% |
| October 31, 2021 | 18.48% |
| September 30, 2021 | 18.48% |
| August 31, 2021 | 18.48% |
| July 31, 2021 | 18.48% |
| June 30, 2021 | 18.48% |
| May 31, 2021 | 18.48% |
| April 30, 2021 | 15.28% |
| March 31, 2021 | 15.28% |
| February 28, 2021 | 15.28% |
| January 31, 2021 | 15.28% |
| December 31, 2020 | 15.28% |
| November 30, 2020 | 15.28% |
| October 31, 2020 | 15.28% |
| September 30, 2020 | 15.28% |
| August 31, 2020 | 15.28% |
| July 31, 2020 | 15.28% |
| June 30, 2020 | 15.28% |
| May 31, 2020 | 15.28% |
| April 30, 2020 | 15.28% |
| March 31, 2020 | 15.28% |
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
11.86%
Minimum
May 2019
50.25%
Maximum
Nov 2022
30.09%
Average
18.48%
Median
May 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.326 |
| Beta (5Y) | 0.6856 |
| Alpha (vs YCharts Benchmark) (5Y) | -10.84 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7435 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.28% |
| Historical Sharpe Ratio (5Y) | -0.1095 |
| Historical Sortino (5Y) | -0.1541 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.57% |