First Trust United Kingdom AlphaDEX® ETF (FKU)
36.85
+0.59
(+1.63%)
USD |
NASDAQ |
Apr 23, 16:00
FKU Max Drawdown (5Y): 54.39% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 54.39% |
February 29, 2024 | 54.39% |
January 31, 2024 | 54.39% |
December 31, 2023 | 54.39% |
November 30, 2023 | 54.39% |
October 31, 2023 | 54.39% |
September 30, 2023 | 54.39% |
August 31, 2023 | 54.39% |
July 31, 2023 | 54.39% |
June 30, 2023 | 54.39% |
May 31, 2023 | 54.39% |
April 30, 2023 | 54.39% |
March 31, 2023 | 54.39% |
February 28, 2023 | 54.39% |
January 31, 2023 | 54.39% |
December 31, 2022 | 54.39% |
November 30, 2022 | 54.39% |
October 31, 2022 | 54.39% |
September 30, 2022 | 54.39% |
August 31, 2022 | 54.39% |
July 31, 2022 | 54.39% |
June 30, 2022 | 54.39% |
May 31, 2022 | 54.39% |
April 30, 2022 | 54.39% |
March 31, 2022 | 54.39% |
Date | Value |
---|---|
February 28, 2022 | 54.39% |
January 31, 2022 | 54.39% |
December 31, 2021 | 54.39% |
November 30, 2021 | 54.39% |
October 31, 2021 | 54.39% |
September 30, 2021 | 54.39% |
August 31, 2021 | 54.39% |
July 31, 2021 | 54.39% |
June 30, 2021 | 54.39% |
May 31, 2021 | 54.39% |
April 30, 2021 | 54.39% |
March 31, 2021 | 54.39% |
February 28, 2021 | 54.39% |
January 31, 2021 | 54.39% |
December 31, 2020 | 54.39% |
November 30, 2020 | 54.39% |
October 31, 2020 | 54.39% |
September 30, 2020 | 54.39% |
August 31, 2020 | 54.39% |
July 31, 2020 | 54.39% |
June 30, 2020 | 54.39% |
May 31, 2020 | 54.39% |
April 30, 2020 | 54.39% |
March 31, 2020 | 54.39% |
February 29, 2020 | 31.81% |
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
31.81%
Minimum
Apr 2019
54.39%
Maximum
Mar 2020
50.25%
Average
54.39%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.092 |
Beta (5Y) | 1.394 |
Alpha (vs YCharts Benchmark) (5Y) | -13.53 |
Beta (vs YCharts Benchmark) (5Y) | 1.223 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.49% |
Historical Sharpe Ratio (5Y) | 0.0857 |
Historical Sortino (5Y) | 0.0945 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.95% |