First Trust International Eq Opps ETF (FPXI)
44.84
-0.55
(-1.21%)
USD |
NASDAQ |
Apr 24, 16:00
44.69
-0.15
(-0.33%)
After-Hours: 20:00
FPXI Max Drawdown (5Y): 55.79% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 55.79% |
| February 29, 2024 | 55.79% |
| January 31, 2024 | 55.79% |
| December 31, 2023 | 55.79% |
| November 30, 2023 | 55.79% |
| October 31, 2023 | 55.79% |
| September 30, 2023 | 55.79% |
| August 31, 2023 | 55.79% |
| July 31, 2023 | 55.79% |
| June 30, 2023 | 55.79% |
| May 31, 2023 | 55.79% |
| April 30, 2023 | 55.79% |
| March 31, 2023 | 55.79% |
| February 28, 2023 | 55.79% |
| January 31, 2023 | 55.79% |
| December 31, 2022 | 55.79% |
| November 30, 2022 | 55.79% |
| October 31, 2022 | 55.79% |
| September 30, 2022 | 53.87% |
| August 31, 2022 | 47.14% |
| July 31, 2022 | 47.05% |
| June 30, 2022 | 47.05% |
| May 31, 2022 | 47.05% |
| April 30, 2022 | 44.33% |
| March 31, 2022 | 43.51% |
| Date | Value |
|---|---|
| February 28, 2022 | 35.85% |
| January 31, 2022 | 35.81% |
| December 31, 2021 | 28.08% |
| November 30, 2021 | 26.99% |
| October 31, 2021 | 26.99% |
| September 30, 2021 | 26.99% |
| August 31, 2021 | 26.99% |
| July 31, 2021 | 26.99% |
| June 30, 2021 | 26.99% |
| May 31, 2021 | 26.99% |
| April 30, 2021 | 26.99% |
| March 31, 2021 | 26.99% |
| February 28, 2021 | 26.99% |
| January 31, 2021 | 26.99% |
| December 31, 2020 | 26.99% |
| November 30, 2020 | 29.59% |
| October 31, 2020 | 29.59% |
| September 30, 2020 | 29.59% |
| August 31, 2020 | 29.59% |
| July 31, 2020 | 29.59% |
| June 30, 2020 | 29.59% |
| May 31, 2020 | 29.59% |
| April 30, 2020 | 29.59% |
| March 31, 2020 | 29.59% |
| February 29, 2020 | 29.59% |
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
26.99%
Minimum
Dec 2020
55.79%
Maximum
Oct 2022
39.16%
Average
29.59%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.7338 |
| Beta (5Y) | 0.9681 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.237 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9684 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.29% |
| Historical Sharpe Ratio (5Y) | 0.1965 |
| Historical Sortino (5Y) | 0.3036 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.81% |