First Trust Specialty Fnc & Fncl Oppor (FGB)
4.175
0.00 (0.00%)
USD |
NYSE |
Nov 14, 16:00
4.175
0.00 (0.00%)
Pre-Market: 20:00
FGB Max Drawdown (5Y): 74.21% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 74.21% |
September 30, 2024 | 74.21% |
August 31, 2024 | 74.21% |
July 31, 2024 | 74.21% |
June 30, 2024 | 74.21% |
May 31, 2024 | 74.21% |
April 30, 2024 | 74.21% |
March 31, 2024 | 74.21% |
February 29, 2024 | 74.21% |
January 31, 2024 | 74.21% |
December 31, 2023 | 74.21% |
November 30, 2023 | 74.21% |
October 31, 2023 | 74.21% |
September 30, 2023 | 74.21% |
August 31, 2023 | 74.21% |
July 31, 2023 | 74.21% |
June 30, 2023 | 74.21% |
May 31, 2023 | 74.21% |
April 30, 2023 | 74.21% |
March 31, 2023 | 74.21% |
February 28, 2023 | 74.21% |
January 31, 2023 | 74.21% |
December 31, 2022 | 74.21% |
November 30, 2022 | 74.21% |
October 31, 2022 | 74.21% |
Date | Value |
---|---|
September 30, 2022 | 74.21% |
August 31, 2022 | 74.21% |
July 31, 2022 | 74.21% |
June 30, 2022 | 74.21% |
May 31, 2022 | 74.21% |
April 30, 2022 | 74.21% |
March 31, 2022 | 74.21% |
February 28, 2022 | 74.21% |
January 31, 2022 | 74.21% |
December 31, 2021 | 74.21% |
November 30, 2021 | 74.21% |
October 31, 2021 | 74.21% |
September 30, 2021 | 74.21% |
August 31, 2021 | 74.21% |
July 31, 2021 | 74.21% |
June 30, 2021 | 74.21% |
May 31, 2021 | 74.21% |
April 30, 2021 | 74.21% |
March 31, 2021 | 74.21% |
February 28, 2021 | 74.21% |
January 31, 2021 | 74.21% |
December 31, 2020 | 74.21% |
November 30, 2020 | 74.21% |
October 31, 2020 | 74.21% |
September 30, 2020 | 74.21% |
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
40.07%
Minimum
Nov 2019
74.21%
Maximum
Mar 2020
71.94%
Average
74.21%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.52 |
Beta (5Y) | 1.958 |
Alpha (vs YCharts Benchmark) (5Y) | -24.97 |
Beta (vs YCharts Benchmark) (5Y) | 1.888 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.40% |
Historical Sharpe Ratio (5Y) | -0.0133 |
Historical Sortino (5Y) | -0.0139 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.67% |