First Trust US Equity Opportunities ETF (FPX)
99.26
+2.66
(+2.76%)
USD |
NYSEARCA |
Apr 23, 16:00
99.26
0.00 (0.00%)
After-Hours: 17:39
FPX Max Drawdown (5Y): 43.14% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 43.14% |
| February 29, 2024 | 43.14% |
| January 31, 2024 | 43.14% |
| December 31, 2023 | 43.14% |
| November 30, 2023 | 43.14% |
| October 31, 2023 | 43.14% |
| September 30, 2023 | 42.89% |
| August 31, 2023 | 42.89% |
| July 31, 2023 | 42.89% |
| June 30, 2023 | 42.89% |
| May 31, 2023 | 42.89% |
| April 30, 2023 | 42.89% |
| March 31, 2023 | 42.89% |
| February 28, 2023 | 42.89% |
| January 31, 2023 | 42.89% |
| December 31, 2022 | 42.76% |
| November 30, 2022 | 41.33% |
| October 31, 2022 | 41.33% |
| September 30, 2022 | 41.21% |
| August 31, 2022 | 41.21% |
| July 31, 2022 | 41.21% |
| June 30, 2022 | 41.21% |
| May 31, 2022 | 37.87% |
| April 30, 2022 | 36.97% |
| March 31, 2022 | 36.97% |
| Date | Value |
|---|---|
| February 28, 2022 | 36.97% |
| January 31, 2022 | 36.97% |
| December 31, 2021 | 36.97% |
| November 30, 2021 | 36.97% |
| October 31, 2021 | 36.97% |
| September 30, 2021 | 36.97% |
| August 31, 2021 | 36.97% |
| July 31, 2021 | 36.97% |
| June 30, 2021 | 36.97% |
| May 31, 2021 | 36.97% |
| April 30, 2021 | 36.97% |
| March 31, 2021 | 36.97% |
| February 28, 2021 | 36.97% |
| January 31, 2021 | 36.97% |
| December 31, 2020 | 36.97% |
| November 30, 2020 | 36.97% |
| October 31, 2020 | 36.97% |
| September 30, 2020 | 36.97% |
| August 31, 2020 | 36.97% |
| July 31, 2020 | 36.97% |
| June 30, 2020 | 36.97% |
| May 31, 2020 | 36.97% |
| April 30, 2020 | 36.97% |
| March 31, 2020 | 36.97% |
| February 29, 2020 | 24.12% |
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
24.12%
Minimum
Apr 2019
43.14%
Maximum
Oct 2023
36.66%
Average
36.97%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.274 |
| Beta (5Y) | 1.148 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.826 |
| Beta (vs YCharts Benchmark) (5Y) | 1.047 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.19% |
| Historical Sharpe Ratio (5Y) | 0.2179 |
| Historical Sortino (5Y) | 0.2863 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.30% |