First Trust Indxx Global Agriculture ETF (FTAG)
24.79
-0.10
(-0.40%)
USD |
NASDAQ |
May 01, 16:00
24.82
+0.03
(+0.12%)
After-Hours: 20:00
FTAG Max Drawdown (5Y): 68.26% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 68.26% |
| March 31, 2024 | 68.26% |
| February 29, 2024 | 68.26% |
| January 31, 2024 | 68.26% |
| December 31, 2023 | 68.26% |
| November 30, 2023 | 68.26% |
| October 31, 2023 | 68.26% |
| September 30, 2023 | 68.26% |
| August 31, 2023 | 68.26% |
| July 31, 2023 | 68.26% |
| June 30, 2023 | 68.26% |
| May 31, 2023 | 68.26% |
| April 30, 2023 | 68.26% |
| March 31, 2023 | 68.26% |
| February 28, 2023 | 68.26% |
| January 31, 2023 | 68.26% |
| December 31, 2022 | 68.26% |
| November 30, 2022 | 68.26% |
| October 31, 2022 | 68.26% |
| September 30, 2022 | 68.26% |
| August 31, 2022 | 68.26% |
| July 31, 2022 | 68.26% |
| June 30, 2022 | 68.26% |
| May 31, 2022 | 68.26% |
| April 30, 2022 | 68.26% |
| Date | Value |
|---|---|
| March 31, 2022 | 68.26% |
| February 28, 2022 | 68.64% |
| January 31, 2022 | 68.96% |
| December 31, 2021 | 70.03% |
| November 30, 2021 | 73.02% |
| October 31, 2021 | 76.23% |
| September 30, 2021 | 78.00% |
| August 31, 2021 | 78.63% |
| July 31, 2021 | 78.78% |
| June 30, 2021 | 79.05% |
| May 31, 2021 | 79.42% |
| April 30, 2021 | 81.72% |
| March 31, 2021 | 83.10% |
| February 28, 2021 | 85.16% |
| January 31, 2021 | 85.35% |
| December 31, 2020 | 85.97% |
| November 30, 2020 | 88.22% |
| October 31, 2020 | 88.44% |
| September 30, 2020 | 88.44% |
| August 31, 2020 | 88.44% |
| July 31, 2020 | 88.44% |
| June 30, 2020 | 88.44% |
| May 31, 2020 | 88.44% |
| April 30, 2020 | 88.44% |
| March 31, 2020 | 88.44% |
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
68.26%
Minimum
Mar 2022
88.44%
Maximum
May 2019
77.12%
Average
74.62%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.363 |
| Beta (5Y) | 1.080 |
| Alpha (vs YCharts Benchmark) (5Y) | -7.947 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7121 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.06% |
| Historical Sharpe Ratio (5Y) | 0.0309 |
| Historical Sortino (5Y) | 0.0373 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.64% |