First Trust S&P REIT ETF (FRI)
27.72
+0.29 (+1.06%)
USD |
NYSEARCA |
May 17, 16:00
27.72
0.00 (0.00%)
After-Hours: 19:50
FRI Max Drawdown (5Y): 44.16% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 44.16% |
| March 31, 2022 | 44.16% |
| February 28, 2022 | 44.16% |
| January 31, 2022 | 44.16% |
| December 31, 2021 | 44.16% |
| November 30, 2021 | 44.16% |
| October 31, 2021 | 44.16% |
| September 30, 2021 | 44.16% |
| August 31, 2021 | 44.16% |
| July 31, 2021 | 44.16% |
| June 30, 2021 | 44.16% |
| May 31, 2021 | 44.16% |
| April 30, 2021 | 44.16% |
| March 31, 2021 | 44.16% |
| February 28, 2021 | 44.16% |
| January 31, 2021 | 44.16% |
| December 31, 2020 | 44.16% |
| November 30, 2020 | 44.16% |
| October 31, 2020 | 44.16% |
| September 30, 2020 | 44.16% |
| August 31, 2020 | 44.16% |
| July 31, 2020 | 44.16% |
| June 30, 2020 | 44.16% |
| May 31, 2020 | 44.16% |
| April 30, 2020 | 44.16% |
| Date | Value |
|---|---|
| March 31, 2020 | 44.16% |
| February 29, 2020 | 17.40% |
| January 31, 2020 | 17.40% |
| December 31, 2019 | 17.40% |
| November 30, 2019 | 17.40% |
| October 31, 2019 | 17.40% |
| September 30, 2019 | 17.40% |
| August 31, 2019 | 17.40% |
| July 31, 2019 | 17.40% |
| June 30, 2019 | 17.40% |
| May 31, 2019 | 17.40% |
| April 30, 2019 | 17.40% |
| March 31, 2019 | 17.40% |
| February 28, 2019 | 17.40% |
| January 31, 2019 | 17.40% |
| December 31, 2018 | 17.40% |
| November 30, 2018 | 17.40% |
| October 31, 2018 | 17.40% |
| September 30, 2018 | 17.40% |
| August 31, 2018 | 17.40% |
| July 31, 2018 | 17.40% |
| June 30, 2018 | 17.91% |
| May 31, 2018 | 18.28% |
| April 30, 2018 | 18.28% |
| March 31, 2018 | 18.28% |
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
17.40%
Minimum
Jul 2018
44.16%
Maximum
Mar 2020
29.20%
Average
18.28%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.8982 |
| Beta (5Y) | 0.8677 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.62% |
| Historical Sharpe Ratio (5Y) | 0.428 |
| Historical Sortino (5Y) | 0.3937 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.96% |