First Trust Dow Jones Internet ETF (FDN)
197.88
-0.07
(-0.04%)
USD |
NYSEARCA |
Apr 16, 10:59
FDN Max Drawdown (5Y): 53.97% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 53.97% |
| February 29, 2024 | 53.97% |
| January 31, 2024 | 53.97% |
| December 31, 2023 | 53.97% |
| November 30, 2023 | 53.97% |
| October 31, 2023 | 53.97% |
| September 30, 2023 | 53.97% |
| August 31, 2023 | 53.97% |
| July 31, 2023 | 53.97% |
| June 30, 2023 | 53.97% |
| May 31, 2023 | 53.97% |
| April 30, 2023 | 53.97% |
| March 31, 2023 | 53.97% |
| February 28, 2023 | 53.97% |
| January 31, 2023 | 53.97% |
| December 31, 2022 | 53.97% |
| November 30, 2022 | 53.97% |
| October 31, 2022 | 51.83% |
| September 30, 2022 | 51.54% |
| August 31, 2022 | 51.54% |
| July 31, 2022 | 51.54% |
| June 30, 2022 | 51.54% |
| May 31, 2022 | 48.58% |
| April 30, 2022 | 38.63% |
| March 31, 2022 | 35.49% |
| Date | Value |
|---|---|
| February 28, 2022 | 30.55% |
| January 31, 2022 | 30.53% |
| December 31, 2021 | 30.53% |
| November 30, 2021 | 30.53% |
| October 31, 2021 | 30.53% |
| September 30, 2021 | 30.53% |
| August 31, 2021 | 30.53% |
| July 31, 2021 | 30.53% |
| June 30, 2021 | 30.53% |
| May 31, 2021 | 30.53% |
| April 30, 2021 | 30.53% |
| March 31, 2021 | 30.53% |
| February 28, 2021 | 30.53% |
| January 31, 2021 | 30.53% |
| December 31, 2020 | 30.53% |
| November 30, 2020 | 30.53% |
| October 31, 2020 | 30.53% |
| September 30, 2020 | 30.53% |
| August 31, 2020 | 30.53% |
| July 31, 2020 | 30.53% |
| June 30, 2020 | 30.53% |
| May 31, 2020 | 30.53% |
| April 30, 2020 | 30.53% |
| March 31, 2020 | 30.53% |
| February 29, 2020 | 27.39% |
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
27.39%
Minimum
Apr 2019
53.97%
Maximum
Nov 2022
38.87%
Average
30.53%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.149 |
| Beta (5Y) | 1.117 |
| Alpha (vs YCharts Benchmark) (5Y) | -15.73 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9528 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.63% |
| Historical Sharpe Ratio (5Y) | 0.2211 |
| Historical Sortino (5Y) | 0.3254 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.29% |