First Trust S&P REIT ETF (FRI)
24.15
-0.28
(-1.15%)
USD |
NYSEARCA |
Apr 25, 10:31
FRI Max Drawdown (5Y): 44.16% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 44.16% |
February 29, 2024 | 44.16% |
January 31, 2024 | 44.16% |
December 31, 2023 | 44.16% |
November 30, 2023 | 44.16% |
October 31, 2023 | 44.16% |
September 30, 2023 | 44.16% |
August 31, 2023 | 44.16% |
July 31, 2023 | 44.16% |
June 30, 2023 | 44.16% |
May 31, 2023 | 44.16% |
April 30, 2023 | 44.16% |
March 31, 2023 | 44.16% |
February 28, 2023 | 44.16% |
January 31, 2023 | 44.16% |
December 31, 2022 | 44.16% |
November 30, 2022 | 44.16% |
October 31, 2022 | 44.16% |
September 30, 2022 | 44.16% |
August 31, 2022 | 44.16% |
July 31, 2022 | 44.16% |
June 30, 2022 | 44.16% |
May 31, 2022 | 44.16% |
April 30, 2022 | 44.16% |
March 31, 2022 | 44.16% |
Date | Value |
---|---|
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% |
March 31, 2020 | 44.16% |
February 29, 2020 | 17.40% |
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
Apr 2019
44.16%
Maximum
Mar 2020
39.26%
Average
44.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.459 |
Beta (5Y) | 0.9924 |
Alpha (vs YCharts Benchmark) (5Y) | -0.575 |
Beta (vs YCharts Benchmark) (5Y) | 1.010 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.90% |
Historical Sharpe Ratio (5Y) | 0.0645 |
Historical Sortino (5Y) | 0.0689 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.34% |