First Trust Mid Cap Growth AlphaDEX® ETF (FNY)
71.98
+1.44
(+2.04%)
USD |
NASDAQ |
Apr 23, 16:00
FNY Max Drawdown (5Y): 38.91% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 38.91% |
February 29, 2024 | 38.91% |
January 31, 2024 | 38.91% |
December 31, 2023 | 38.91% |
November 30, 2023 | 38.91% |
October 31, 2023 | 38.91% |
September 30, 2023 | 38.91% |
August 31, 2023 | 38.91% |
July 31, 2023 | 38.91% |
June 30, 2023 | 38.91% |
May 31, 2023 | 38.91% |
April 30, 2023 | 38.91% |
March 31, 2023 | 38.91% |
February 28, 2023 | 38.91% |
January 31, 2023 | 38.91% |
December 31, 2022 | 38.91% |
November 30, 2022 | 38.91% |
October 31, 2022 | 38.91% |
September 30, 2022 | 38.91% |
August 31, 2022 | 38.91% |
July 31, 2022 | 38.91% |
June 30, 2022 | 38.91% |
May 31, 2022 | 38.91% |
April 30, 2022 | 38.91% |
March 31, 2022 | 38.91% |
Date | Value |
---|---|
February 28, 2022 | 38.91% |
January 31, 2022 | 38.91% |
December 31, 2021 | 38.91% |
November 30, 2021 | 38.91% |
October 31, 2021 | 38.91% |
September 30, 2021 | 38.91% |
August 31, 2021 | 38.91% |
July 31, 2021 | 38.91% |
June 30, 2021 | 38.91% |
May 31, 2021 | 38.91% |
April 30, 2021 | 38.91% |
March 31, 2021 | 38.91% |
February 28, 2021 | 38.91% |
January 31, 2021 | 38.91% |
December 31, 2020 | 38.91% |
November 30, 2020 | 38.91% |
October 31, 2020 | 38.91% |
September 30, 2020 | 38.91% |
August 31, 2020 | 38.91% |
July 31, 2020 | 38.91% |
June 30, 2020 | 38.91% |
May 31, 2020 | 38.91% |
April 30, 2020 | 38.91% |
March 31, 2020 | 38.91% |
February 29, 2020 | 29.02% |
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
29.02%
Minimum
Apr 2019
38.91%
Maximum
Mar 2020
37.10%
Average
38.91%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.496 |
Beta (5Y) | 1.118 |
Alpha (vs YCharts Benchmark) (5Y) | 0.7543 |
Beta (vs YCharts Benchmark) (5Y) | 1.026 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.01% |
Historical Sharpe Ratio (5Y) | 0.4035 |
Historical Sortino (5Y) | 0.5101 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.19% |