First Trust Dow Jones Intl Intnt ETF (FDNI)
23.44
+0.11
(+0.45%)
USD |
NASDAQ |
Apr 24, 16:00
FDNI Max Drawdown (5Y): 71.08% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 71.08% |
| February 29, 2024 | 71.08% |
| January 31, 2024 | 71.08% |
| December 31, 2023 | 71.08% |
| November 30, 2023 | 71.08% |
| October 31, 2023 | 71.08% |
| September 30, 2023 | 71.08% |
| August 31, 2023 | 71.08% |
| July 31, 2023 | 71.08% |
| June 30, 2023 | 71.08% |
| May 31, 2023 | 71.08% |
| April 30, 2023 | 71.08% |
| March 31, 2023 | 71.08% |
| February 28, 2023 | 71.08% |
| January 31, 2023 | 71.08% |
| December 31, 2022 | 71.08% |
| November 30, 2022 | 71.08% |
| October 31, 2022 | 71.08% |
| September 30, 2022 | 65.64% |
| August 31, 2022 | 64.25% |
| July 31, 2022 | 64.25% |
| June 30, 2022 | 64.25% |
| May 31, 2022 | 64.25% |
| April 30, 2022 | 62.65% |
| March 31, 2022 | 62.65% |
| Date | Value |
|---|---|
| February 28, 2022 | 51.04% |
| January 31, 2022 | 46.59% |
| December 31, 2021 | 38.97% |
| November 30, 2021 | 35.51% |
| October 31, 2021 | 35.51% |
| September 30, 2021 | 35.51% |
| August 31, 2021 | 35.51% |
| July 31, 2021 | 35.51% |
| June 30, 2021 | 35.51% |
| May 31, 2021 | 35.51% |
| April 30, 2021 | 35.51% |
| March 31, 2021 | 35.51% |
| February 28, 2021 | 35.51% |
| January 31, 2021 | 35.51% |
| December 31, 2020 | 35.51% |
| November 30, 2020 | 35.51% |
| October 31, 2020 | 35.51% |
| September 30, 2020 | 35.51% |
| August 31, 2020 | 35.51% |
| July 31, 2020 | 35.51% |
| June 30, 2020 | 35.51% |
| May 31, 2020 | 35.51% |
| April 30, 2020 | 35.51% |
| March 31, 2020 | 35.51% |
| February 29, 2020 | 32.94% |
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
24.17%
Minimum
Apr 2019
71.08%
Maximum
Oct 2022
48.32%
Average
35.51%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.508 |
| Beta (5Y) | 1.270 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.324 |
| Beta (vs YCharts Benchmark) (5Y) | 1.393 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.55% |
| Historical Sharpe Ratio (5Y) | -0.0675 |
| Historical Sortino (5Y) | -0.1138 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.71% |