FT AlphaDEX US Health Care Sector ETF (FHH.TO)
39.47
0.00 (0.00%)
CAD |
TSX |
Mar 28, 16:00
FHH.TO Max Drawdown (5Y): 23.58% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 23.58% |
January 31, 2024 | 23.58% |
December 31, 2023 | 23.58% |
November 30, 2023 | 23.58% |
October 31, 2023 | 23.58% |
September 30, 2023 | 23.58% |
August 31, 2023 | 23.58% |
July 31, 2023 | 23.58% |
June 30, 2023 | 23.58% |
May 31, 2023 | 23.58% |
April 30, 2023 | 23.58% |
March 31, 2023 | 23.58% |
February 28, 2023 | 23.58% |
January 31, 2023 | 23.58% |
December 31, 2022 | 23.58% |
November 30, 2022 | 23.58% |
October 31, 2022 | 23.58% |
September 30, 2022 | 23.58% |
August 31, 2022 | 23.58% |
July 31, 2022 | 23.58% |
June 30, 2022 | 23.58% |
May 31, 2022 | 23.58% |
April 30, 2022 | 23.58% |
March 31, 2022 | 23.58% |
February 28, 2022 | 23.58% |
Date | Value |
---|---|
January 31, 2022 | 23.58% |
December 31, 2021 | 23.58% |
November 30, 2021 | 23.58% |
October 31, 2021 | 23.58% |
September 30, 2021 | 23.58% |
August 31, 2021 | 23.58% |
July 31, 2021 | 23.58% |
June 30, 2021 | 23.58% |
May 31, 2021 | 23.58% |
April 30, 2021 | 23.58% |
March 31, 2021 | 23.58% |
February 28, 2021 | 23.58% |
January 31, 2021 | 23.58% |
December 31, 2020 | 23.58% |
November 30, 2020 | 25.33% |
October 31, 2020 | 25.33% |
September 30, 2020 | 25.33% |
August 31, 2020 | 25.33% |
July 31, 2020 | 25.33% |
June 30, 2020 | 25.33% |
May 31, 2020 | 25.33% |
April 30, 2020 | 25.33% |
March 31, 2020 | 25.33% |
February 29, 2020 | 25.33% |
January 31, 2020 | 25.33% |
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
23.58%
Minimum
Dec 2020
25.33%
Maximum
Mar 2019
24.19%
Average
23.58%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.413 |
Beta (5Y) | 0.539 |
Alpha (vs YCharts Benchmark) (5Y) | -0.7235 |
Beta (vs YCharts Benchmark) (5Y) | 0.4947 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.04% |
Historical Sharpe Ratio (5Y) | 0.4019 |
Historical Sortino (5Y) | 0.6279 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.88% |