First Trust Water ETF (FIW)

101.61 +0.14 (+0.14%) USD  |  NYSEARCA  |  Jan 08, 16:00
101.65 +0.04 (+0.04%) After-Hours: 20:00
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FIW Max Drawdown (5Y): 36.60% for Dec. 31, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Invesco Water Resources ETF 34.92%
Invesco S&P Global Water Index ETF 35.72%
Invesco Global Water ETF 35.76%
Global X Uranium ETF 66.58%
Tortoise Global Water ESG Fund 37.58%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.3093
Beta (5Y) 1.054
Alpha (vs YCharts Benchmark) (5Y) -2.965
Beta (vs YCharts Benchmark) (5Y) 1.032
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 21.85%
Historical Sharpe Ratio (5Y) 0.4341
Historical Sortino (5Y) 0.54
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.98%