First Trust TCWOpportunistic Fxd Inc ETF (FIXD)
42.35
+0.05
(+0.12%)
USD |
NASDAQ |
Apr 22, 16:00
42.34
-0.01
(-0.02%)
Pre-Market: 20:00
FIXD Max Drawdown (5Y): 20.44% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 20.44% |
| February 29, 2024 | 20.44% |
| January 31, 2024 | 20.44% |
| December 31, 2023 | 20.44% |
| November 30, 2023 | 20.44% |
| October 31, 2023 | 20.44% |
| September 30, 2023 | 20.44% |
| August 31, 2023 | 20.44% |
| July 31, 2023 | 20.44% |
| June 30, 2023 | 20.44% |
| May 31, 2023 | 20.44% |
| April 30, 2023 | 20.44% |
| March 31, 2023 | 20.44% |
| February 28, 2023 | 20.44% |
| January 31, 2023 | 20.44% |
| December 31, 2022 | 20.44% |
| November 30, 2022 | 20.44% |
| October 31, 2022 | 20.44% |
| September 30, 2022 | 18.53% |
| August 31, 2022 | 15.63% |
| July 31, 2022 | 15.63% |
| June 30, 2022 | 15.63% |
| May 31, 2022 | 12.68% |
| April 30, 2022 | 11.64% |
| March 31, 2022 | 8.58% |
| Date | Value |
|---|---|
| February 28, 2022 | 8.51% |
| January 31, 2022 | 8.51% |
| December 31, 2021 | 8.51% |
| November 30, 2021 | 8.51% |
| October 31, 2021 | 8.51% |
| September 30, 2021 | 8.51% |
| August 31, 2021 | 8.51% |
| July 31, 2021 | 8.51% |
| June 30, 2021 | 8.51% |
| May 31, 2021 | 8.51% |
| April 30, 2021 | 8.51% |
| March 31, 2021 | 8.51% |
| February 28, 2021 | 8.51% |
| January 31, 2021 | 8.51% |
| December 31, 2020 | 8.51% |
| November 30, 2020 | 8.51% |
| October 31, 2020 | 8.51% |
| September 30, 2020 | 8.51% |
| August 31, 2020 | 8.51% |
| July 31, 2020 | 8.51% |
| June 30, 2020 | 8.51% |
| May 31, 2020 | 8.51% |
| April 30, 2020 | 8.51% |
| March 31, 2020 | 8.51% |
| February 29, 2020 | 3.31% |
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
3.31%
Minimum
Apr 2019
20.44%
Maximum
Oct 2022
11.78%
Average
8.51%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.0484 |
| Beta (5Y) | 1.099 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.0484 |
| Beta (vs YCharts Benchmark) (5Y) | 1.099 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.96% |
| Historical Sharpe Ratio (5Y) | -0.2512 |
| Historical Sortino (5Y) | -0.3661 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.61% |