First Trust Mid Cap Value AlphaDEX® ETF (FNK)
51.73
+0.18
(+0.35%)
USD |
NASDAQ |
Apr 26, 16:00
51.73
0.00 (0.00%)
After-Hours: 20:00
FNK Max Drawdown (5Y): 50.70% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 50.70% |
February 29, 2024 | 50.70% |
January 31, 2024 | 50.70% |
December 31, 2023 | 50.70% |
November 30, 2023 | 50.70% |
October 31, 2023 | 50.70% |
September 30, 2023 | 50.70% |
August 31, 2023 | 50.70% |
July 31, 2023 | 50.70% |
June 30, 2023 | 50.70% |
May 31, 2023 | 50.70% |
April 30, 2023 | 50.70% |
March 31, 2023 | 50.70% |
February 28, 2023 | 50.70% |
January 31, 2023 | 50.70% |
December 31, 2022 | 50.70% |
November 30, 2022 | 50.70% |
October 31, 2022 | 50.70% |
September 30, 2022 | 50.70% |
August 31, 2022 | 50.70% |
July 31, 2022 | 50.70% |
June 30, 2022 | 50.70% |
May 31, 2022 | 50.70% |
April 30, 2022 | 50.70% |
March 31, 2022 | 50.70% |
Date | Value |
---|---|
February 28, 2022 | 50.70% |
January 31, 2022 | 50.70% |
December 31, 2021 | 50.70% |
November 30, 2021 | 50.70% |
October 31, 2021 | 50.70% |
September 30, 2021 | 50.70% |
August 31, 2021 | 50.70% |
July 31, 2021 | 50.70% |
June 30, 2021 | 50.70% |
May 31, 2021 | 50.70% |
April 30, 2021 | 50.70% |
March 31, 2021 | 50.70% |
February 28, 2021 | 50.70% |
January 31, 2021 | 50.70% |
December 31, 2020 | 50.70% |
November 30, 2020 | 50.70% |
October 31, 2020 | 50.70% |
September 30, 2020 | 50.70% |
August 31, 2020 | 50.70% |
July 31, 2020 | 50.70% |
June 30, 2020 | 50.70% |
May 31, 2020 | 50.70% |
April 30, 2020 | 50.70% |
March 31, 2020 | 50.70% |
February 29, 2020 | 27.38% |
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
27.38%
Minimum
Apr 2019
50.70%
Maximum
Mar 2020
46.43%
Average
50.70%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.557 |
Beta (5Y) | 1.297 |
Alpha (vs YCharts Benchmark) (5Y) | -1.814 |
Beta (vs YCharts Benchmark) (5Y) | 1.229 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.82% |
Historical Sharpe Ratio (5Y) | 0.3254 |
Historical Sortino (5Y) | 0.3761 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.49% |