Innovator IBD® 50 ETF (FFTY)
26.10
+0.17
(+0.66%)
USD |
NYSE |
Apr 25, 16:00
26.10
0.00 (0.00%)
After-Hours: 16:40
FFTY Max Drawdown (5Y): 59.47% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 59.47% |
| February 29, 2024 | 59.47% |
| January 31, 2024 | 59.47% |
| December 31, 2023 | 59.47% |
| November 30, 2023 | 59.47% |
| October 31, 2023 | 59.47% |
| September 30, 2023 | 57.56% |
| August 31, 2023 | 57.56% |
| July 31, 2023 | 57.56% |
| June 30, 2023 | 57.56% |
| May 31, 2023 | 57.56% |
| April 30, 2023 | 57.56% |
| March 31, 2023 | 57.56% |
| February 28, 2023 | 57.56% |
| January 31, 2023 | 57.56% |
| December 31, 2022 | 57.49% |
| November 30, 2022 | 54.53% |
| October 31, 2022 | 54.53% |
| September 30, 2022 | 54.53% |
| August 31, 2022 | 49.20% |
| July 31, 2022 | 49.20% |
| June 30, 2022 | 48.95% |
| May 31, 2022 | 43.92% |
| April 30, 2022 | 37.87% |
| March 31, 2022 | 35.43% |
| Date | Value |
|---|---|
| February 28, 2022 | 35.43% |
| January 31, 2022 | 35.43% |
| December 31, 2021 | 35.43% |
| November 30, 2021 | 35.43% |
| October 31, 2021 | 35.43% |
| September 30, 2021 | 35.43% |
| August 31, 2021 | 35.43% |
| July 31, 2021 | 35.43% |
| June 30, 2021 | 35.43% |
| May 31, 2021 | 35.43% |
| April 30, 2021 | 35.43% |
| March 31, 2021 | 35.43% |
| February 28, 2021 | 35.43% |
| January 31, 2021 | 35.43% |
| December 31, 2020 | 35.43% |
| November 30, 2020 | 35.43% |
| October 31, 2020 | 35.43% |
| September 30, 2020 | 35.43% |
| August 31, 2020 | 35.43% |
| July 31, 2020 | 35.43% |
| June 30, 2020 | 35.43% |
| May 31, 2020 | 35.43% |
| April 30, 2020 | 35.43% |
| March 31, 2020 | 35.43% |
| February 29, 2020 | 33.84% |
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
33.84%
Minimum
Apr 2019
59.47%
Maximum
Oct 2023
43.05%
Average
35.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.92 |
| Beta (5Y) | 1.136 |
| Alpha (vs YCharts Benchmark) (5Y) | -14.09 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9889 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.57% |
| Historical Sharpe Ratio (5Y) | -0.1916 |
| Historical Sortino (5Y) | -0.2541 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.33% |