First Trust Germany AlphaDEX® ETF (FGM)
37.78
0.00 (0.00%)
USD |
NASDAQ |
Nov 15, 16:00
FGM Max Drawdown (5Y): 51.56% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 51.56% |
| September 30, 2024 | 51.56% |
| August 31, 2024 | 51.56% |
| July 31, 2024 | 51.56% |
| June 30, 2024 | 51.56% |
| May 31, 2024 | 51.56% |
| April 30, 2024 | 51.56% |
| March 31, 2024 | 51.56% |
| February 29, 2024 | 51.56% |
| January 31, 2024 | 51.56% |
| December 31, 2023 | 51.56% |
| November 30, 2023 | 51.56% |
| October 31, 2023 | 51.56% |
| September 30, 2023 | 51.56% |
| August 31, 2023 | 51.56% |
| July 31, 2023 | 51.56% |
| June 30, 2023 | 51.56% |
| May 31, 2023 | 51.56% |
| April 30, 2023 | 51.56% |
| March 31, 2023 | 51.56% |
| February 28, 2023 | 51.56% |
| January 31, 2023 | 51.56% |
| December 31, 2022 | 51.56% |
| November 30, 2022 | 51.56% |
| October 31, 2022 | 51.56% |
| Date | Value |
|---|---|
| September 30, 2022 | 51.56% |
| August 31, 2022 | 51.56% |
| July 31, 2022 | 51.56% |
| June 30, 2022 | 51.56% |
| May 31, 2022 | 51.56% |
| April 30, 2022 | 51.56% |
| March 31, 2022 | 51.56% |
| February 28, 2022 | 51.56% |
| January 31, 2022 | 51.56% |
| December 31, 2021 | 51.56% |
| November 30, 2021 | 51.56% |
| October 31, 2021 | 51.56% |
| September 30, 2021 | 51.56% |
| August 31, 2021 | 51.56% |
| July 31, 2021 | 51.56% |
| June 30, 2021 | 51.56% |
| May 31, 2021 | 51.56% |
| April 30, 2021 | 51.56% |
| March 31, 2021 | 51.56% |
| February 28, 2021 | 51.56% |
| January 31, 2021 | 51.56% |
| December 31, 2020 | 51.56% |
| November 30, 2020 | 51.56% |
| October 31, 2020 | 51.56% |
| September 30, 2020 | 51.56% |
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
33.10%
Minimum
Nov 2019
51.56%
Maximum
Mar 2020
50.33%
Average
51.56%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| iShares MSCI Italy ETF | 43.01% |
| iShares MSCI Spain ETF | 46.37% |
| First Trust United Kingdom AlphaDEX® ETF | 54.39% |
| iShares MSCI United Kingdom ETF | 43.33% |
| Franklin FTSE United Kingdom ETF | 42.61% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.64 |
| Beta (5Y) | 1.323 |
| Alpha (vs YCharts Benchmark) (5Y) | -7.332 |
| Beta (vs YCharts Benchmark) (5Y) | 1.198 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.11% |
| Historical Sharpe Ratio (5Y) | -0.0428 |
| Historical Sortino (5Y) | -0.0544 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.06% |