First Trust IPOX Europe Equity Opps ETF (FPXE)
24.23
+0.22
(+0.90%)
USD |
NASDAQ |
May 02, 16:00
FPXE Max Drawdown (5Y): 49.55% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 49.55% |
| March 31, 2024 | 49.55% |
| February 29, 2024 | 49.55% |
| January 31, 2024 | 49.55% |
| December 31, 2023 | 49.55% |
| November 30, 2023 | 49.55% |
| October 31, 2023 | 49.55% |
| September 30, 2023 | 49.55% |
| August 31, 2023 | 49.55% |
| July 31, 2023 | 49.55% |
| June 30, 2023 | 49.55% |
| May 31, 2023 | 49.55% |
| April 30, 2023 | 49.55% |
| March 31, 2023 | 49.55% |
| February 28, 2023 | 49.55% |
| January 31, 2023 | 49.55% |
| December 31, 2022 | 49.55% |
| November 30, 2022 | 49.55% |
| October 31, 2022 | 49.55% |
| September 30, 2022 | 48.98% |
| August 31, 2022 | 43.35% |
| July 31, 2022 | 43.35% |
| June 30, 2022 | 43.29% |
| May 31, 2022 | 39.59% |
| April 30, 2022 | 35.93% |
| Date | Value |
|---|---|
| March 31, 2022 | 35.93% |
| February 28, 2022 | 30.62% |
| January 31, 2022 | 30.62% |
| December 31, 2021 | 30.62% |
| November 30, 2021 | 30.62% |
| October 31, 2021 | 30.62% |
| September 30, 2021 | 30.62% |
| August 31, 2021 | 30.62% |
| July 31, 2021 | 30.62% |
| June 30, 2021 | 30.62% |
| May 31, 2021 | 30.62% |
| April 30, 2021 | 30.62% |
| March 31, 2021 | 30.62% |
| February 28, 2021 | 30.62% |
| January 31, 2021 | 30.62% |
| December 31, 2020 | 30.62% |
| November 30, 2020 | 30.62% |
| October 31, 2020 | 30.62% |
| September 30, 2020 | 30.62% |
| August 31, 2020 | 30.62% |
| July 31, 2020 | 30.62% |
| June 30, 2020 | 30.62% |
| May 31, 2020 | 30.62% |
| April 30, 2020 | 30.62% |
| March 31, 2020 | 30.62% |
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
15.65%
Minimum
May 2019
49.55%
Maximum
Oct 2022
35.39%
Average
30.62%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| WisdomTree Europe SmallCap Dividend ETF | 49.65% |
| First Trust STOXX® European Sel Div ETF | 41.43% |
| SPDR® Portfolio Europe ETF | 36.83% |
| SPDR® EURO STOXX 50 ETF | 39.69% |
| Vanguard FTSE Europe ETF | 37.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.5167 |
| Beta (5Y) | 1.073 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.572 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9807 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.17% |
| Historical Sharpe Ratio (5Y) | 0.1539 |
| Historical Sortino (5Y) | 0.2058 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.00% |