First Trust Inter Dur Pref& Income Fund (FPF)
18.81
+0.02
(+0.11%)
USD |
NYSE |
Nov 25, 16:00
18.86
+0.04
(+0.24%)
Pre-Market: 20:00
FPF Max Drawdown (5Y): 53.79% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 53.79% |
| September 30, 2024 | 53.79% |
| August 31, 2024 | 53.79% |
| July 31, 2024 | 53.79% |
| June 30, 2024 | 53.79% |
| May 31, 2024 | 53.79% |
| April 30, 2024 | 53.79% |
| March 31, 2024 | 53.79% |
| February 29, 2024 | 53.79% |
| January 31, 2024 | 53.79% |
| December 31, 2023 | 53.79% |
| November 30, 2023 | 53.79% |
| October 31, 2023 | 53.79% |
| September 30, 2023 | 53.79% |
| August 31, 2023 | 53.79% |
| July 31, 2023 | 53.79% |
| June 30, 2023 | 53.79% |
| May 31, 2023 | 53.79% |
| April 30, 2023 | 53.79% |
| March 31, 2023 | 53.79% |
| February 28, 2023 | 53.79% |
| January 31, 2023 | 53.79% |
| December 31, 2022 | 53.79% |
| November 30, 2022 | 53.79% |
| October 31, 2022 | 53.79% |
| Date | Value |
|---|---|
| September 30, 2022 | 53.79% |
| August 31, 2022 | 53.79% |
| July 31, 2022 | 53.79% |
| June 30, 2022 | 53.79% |
| May 31, 2022 | 53.79% |
| April 30, 2022 | 53.79% |
| March 31, 2022 | 53.79% |
| February 28, 2022 | 53.79% |
| January 31, 2022 | 53.79% |
| December 31, 2021 | 53.79% |
| November 30, 2021 | 53.79% |
| October 31, 2021 | 53.79% |
| September 30, 2021 | 53.79% |
| August 31, 2021 | 53.79% |
| July 31, 2021 | 53.79% |
| June 30, 2021 | 53.79% |
| May 31, 2021 | 53.79% |
| April 30, 2021 | 53.79% |
| March 31, 2021 | 53.79% |
| February 28, 2021 | 53.79% |
| January 31, 2021 | 53.79% |
| December 31, 2020 | 53.79% |
| November 30, 2020 | 53.79% |
| October 31, 2020 | 53.79% |
| September 30, 2020 | 53.79% |
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
21.05%
Minimum
Nov 2019
53.79%
Maximum
Mar 2020
51.61%
Average
53.79%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.83 |
| Beta (5Y) | 0.9425 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.7605 |
| Beta (vs YCharts Benchmark) (5Y) | 1.782 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.16% |
| Historical Sharpe Ratio (5Y) | 0.0138 |
| Historical Sortino (5Y) | 0.0148 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.94% |