First Trust Managed Municipal ETF (FMB)
50.86
-0.13
(-0.25%)
USD |
NASDAQ |
Apr 23, 16:00
50.86
0.00 (0.00%)
After-Hours: 20:00
FMB Max Drawdown (5Y): 14.16% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 14.16% |
February 29, 2024 | 14.16% |
January 31, 2024 | 14.16% |
December 31, 2023 | 14.16% |
November 30, 2023 | 14.16% |
October 31, 2023 | 14.16% |
September 30, 2023 | 14.16% |
August 31, 2023 | 14.16% |
July 31, 2023 | 14.16% |
June 30, 2023 | 14.16% |
May 31, 2023 | 14.16% |
April 30, 2023 | 14.16% |
March 31, 2023 | 14.16% |
February 28, 2023 | 14.16% |
January 31, 2023 | 14.16% |
December 31, 2022 | 14.16% |
November 30, 2022 | 14.16% |
October 31, 2022 | 14.16% |
September 30, 2022 | 13.92% |
August 31, 2022 | 13.92% |
July 31, 2022 | 13.92% |
June 30, 2022 | 13.92% |
May 31, 2022 | 13.92% |
April 30, 2022 | 13.92% |
March 31, 2022 | 13.92% |
Date | Value |
---|---|
February 28, 2022 | 13.92% |
January 31, 2022 | 13.92% |
December 31, 2021 | 13.92% |
November 30, 2021 | 13.92% |
October 31, 2021 | 13.92% |
September 30, 2021 | 13.92% |
August 31, 2021 | 13.92% |
July 31, 2021 | 13.92% |
June 30, 2021 | 13.92% |
May 31, 2021 | 13.92% |
April 30, 2021 | 13.92% |
March 31, 2021 | 13.92% |
February 28, 2021 | 13.92% |
January 31, 2021 | 13.92% |
December 31, 2020 | 13.92% |
November 30, 2020 | 13.92% |
October 31, 2020 | 13.92% |
September 30, 2020 | 13.92% |
August 31, 2020 | 13.92% |
July 31, 2020 | 13.92% |
June 30, 2020 | 13.92% |
May 31, 2020 | 13.92% |
April 30, 2020 | 13.92% |
March 31, 2020 | 13.92% |
February 29, 2020 | 6.01% |
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
6.01%
Minimum
Apr 2019
14.16%
Maximum
Oct 2022
12.54%
Average
13.92%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Hartford Municipal Opportunities ETF | 13.12% |
VanEck Intermediate Muni ETF | 24.75% |
PIMCO Intermediate Municipal Bd Actv ETF | 11.15% |
iShares National Muni Bond ETF | 13.68% |
JPMorgan Municipal ETF | 12.50% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.0773 |
Beta (5Y) | 0.9731 |
Alpha (vs YCharts Benchmark) (5Y) | -0.0773 |
Beta (vs YCharts Benchmark) (5Y) | 0.9731 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.61% |
Historical Sharpe Ratio (5Y) | -0.071 |
Historical Sortino (5Y) | -0.083 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.94% |