First Trust Switzerland AlphaDEX® ETF (FSZ)
57.03
-0.47 (-0.82%)
USD |
NASDAQ |
May 20, 16:00
FSZ Max Drawdown (5Y): 33.97% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 33.97% |
| March 31, 2022 | 33.97% |
| February 28, 2022 | 33.97% |
| January 31, 2022 | 33.97% |
| December 31, 2021 | 33.97% |
| November 30, 2021 | 33.97% |
| October 31, 2021 | 33.97% |
| September 30, 2021 | 33.97% |
| August 31, 2021 | 33.97% |
| July 31, 2021 | 33.97% |
| June 30, 2021 | 33.97% |
| May 31, 2021 | 33.97% |
| April 30, 2021 | 33.97% |
| March 31, 2021 | 33.97% |
| February 28, 2021 | 33.97% |
| January 31, 2021 | 33.97% |
| December 31, 2020 | 33.97% |
| November 30, 2020 | 33.97% |
| October 31, 2020 | 33.97% |
| September 30, 2020 | 33.97% |
| August 31, 2020 | 33.97% |
| July 31, 2020 | 33.97% |
| June 30, 2020 | 33.97% |
| May 31, 2020 | 33.97% |
| April 30, 2020 | 33.97% |
| Date | Value |
|---|---|
| March 31, 2020 | 33.97% |
| February 29, 2020 | 24.00% |
| January 31, 2020 | 24.00% |
| December 31, 2019 | 24.00% |
| November 30, 2019 | 24.00% |
| October 31, 2019 | 24.00% |
| September 30, 2019 | 24.00% |
| August 31, 2019 | 24.00% |
| July 31, 2019 | 24.00% |
| June 30, 2019 | 24.00% |
| May 31, 2019 | 24.00% |
| April 30, 2019 | 24.00% |
| March 31, 2019 | 24.00% |
| February 28, 2019 | 24.00% |
| January 31, 2019 | 24.00% |
| December 31, 2018 | 24.00% |
| November 30, 2018 | 20.51% |
| October 31, 2018 | 20.51% |
| September 30, 2018 | 19.03% |
| August 31, 2018 | 19.03% |
| July 31, 2018 | 19.03% |
| June 30, 2018 | 19.03% |
| May 31, 2018 | 19.03% |
| April 30, 2018 | 19.03% |
| March 31, 2018 | 19.03% |
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
19.03%
Minimum
May 2017
33.97%
Maximum
Mar 2020
26.80%
Average
24.00%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| iShares MSCI Sweden ETF | 37.22% |
| iShares MSCI Switzerland ETF | 27.80% |
| iShares MSCI France ETF | 39.23% |
| First Trust Chindia ETF | 54.72% |
| Global X MSCI Colombia ETF | 62.71% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.220 |
| Beta (5Y) | 0.9893 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.14% |
| Historical Sharpe Ratio (5Y) | 0.4168 |
| Historical Sortino (5Y) | 0.4441 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.96% |