First Trust Large Cap Value AlphaDEX Fund (FTA)
97.46
-0.35
(-0.36%)
USD |
NASDAQ |
Oct 09, 16:00
97.44
-0.02
(-0.02%)
After-Hours: 20:00
FTA Max Drawdown (5Y) : 19.80% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 19.80% |
| August 31, 2026 | 19.80% |
| July 31, 2026 | 19.80% |
| June 30, 2026 | 19.80% |
| May 31, 2026 | 19.80% |
| April 30, 2026 | 19.80% |
| March 31, 2026 | 19.80% |
| February 28, 2026 | 19.80% |
| January 31, 2026 | 19.80% |
| December 31, 2025 | 19.80% |
| November 30, 2025 | 19.80% |
| October 31, 2025 | 19.80% |
| September 30, 2025 | 19.80% |
| August 31, 2025 | 19.89% |
| July 31, 2025 | 19.89% |
| June 30, 2025 | 23.10% |
| May 31, 2025 | 23.10% |
| April 30, 2025 | 31.52% |
| March 31, 2025 | 38.90% |
| February 28, 2025 | 44.97% |
| January 31, 2025 | 44.97% |
| December 31, 2024 | 44.97% |
| November 30, 2024 | 44.97% |
| October 31, 2024 | 44.97% |
| September 30, 2024 | 44.97% |
| Date | Value |
|---|---|
| August 31, 2024 | 44.97% |
| July 31, 2024 | 44.97% |
| June 30, 2024 | 44.97% |
| May 31, 2024 | 44.97% |
| April 30, 2024 | 44.97% |
| March 31, 2024 | 44.97% |
| February 29, 2024 | 44.97% |
| January 31, 2024 | 44.97% |
| December 31, 2023 | 44.97% |
| November 30, 2023 | 44.97% |
| October 31, 2023 | 44.97% |
| September 30, 2023 | 44.97% |
| August 31, 2023 | 44.97% |
| July 31, 2023 | 44.97% |
| June 30, 2023 | 44.97% |
| May 31, 2023 | 44.97% |
| April 30, 2023 | 44.97% |
| March 31, 2023 | 44.97% |
| February 28, 2023 | 44.97% |
| January 31, 2023 | 44.97% |
| December 31, 2022 | 44.97% |
| November 30, 2022 | 44.97% |
| October 31, 2022 | 44.97% |
| September 30, 2022 | 44.97% |
| August 31, 2022 | 44.97% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.379 |
| Beta (5Y) | 0.7969 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.596 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9123 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.08% |
| Historical Sharpe Ratio (5Y) | 0.4374 |
| Historical Sortino (5Y) | 0.7006 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.73% |