First Trust Large Cap Gr AlphaDEX® ETF (FTC)
115.94
-1.11
(-0.95%)
USD |
NASDAQ |
Apr 25, 13:27
FTC Max Drawdown (5Y): 34.66% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 34.66% |
February 29, 2024 | 34.66% |
January 31, 2024 | 34.66% |
December 31, 2023 | 34.66% |
November 30, 2023 | 34.66% |
October 31, 2023 | 34.66% |
September 30, 2023 | 34.66% |
August 31, 2023 | 34.66% |
July 31, 2023 | 34.66% |
June 30, 2023 | 34.66% |
May 31, 2023 | 34.66% |
April 30, 2023 | 34.66% |
March 31, 2023 | 34.66% |
February 28, 2023 | 34.66% |
January 31, 2023 | 34.66% |
December 31, 2022 | 34.66% |
November 30, 2022 | 34.66% |
October 31, 2022 | 34.66% |
September 30, 2022 | 34.66% |
August 31, 2022 | 34.66% |
July 31, 2022 | 34.66% |
June 30, 2022 | 34.66% |
May 31, 2022 | 34.66% |
April 30, 2022 | 34.66% |
March 31, 2022 | 34.66% |
Date | Value |
---|---|
February 28, 2022 | 34.66% |
January 31, 2022 | 34.66% |
December 31, 2021 | 34.66% |
November 30, 2021 | 34.66% |
October 31, 2021 | 34.66% |
September 30, 2021 | 34.66% |
August 31, 2021 | 34.66% |
July 31, 2021 | 34.66% |
June 30, 2021 | 34.66% |
May 31, 2021 | 34.66% |
April 30, 2021 | 34.66% |
March 31, 2021 | 34.66% |
February 28, 2021 | 34.66% |
January 31, 2021 | 34.66% |
December 31, 2020 | 34.66% |
November 30, 2020 | 34.66% |
October 31, 2020 | 34.66% |
September 30, 2020 | 34.66% |
August 31, 2020 | 34.66% |
July 31, 2020 | 34.66% |
June 30, 2020 | 34.66% |
May 31, 2020 | 34.66% |
April 30, 2020 | 34.66% |
March 31, 2020 | 34.66% |
February 29, 2020 | 24.68% |
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
24.68%
Minimum
Apr 2019
34.66%
Maximum
Mar 2020
32.83%
Average
34.66%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Fidelity Nasdaq Composite ETF | 35.23% |
First Trust NASDAQ-100 Equal Wtd ETF | 32.13% |
iShares S&P 500 Growth ETF | 32.72% |
iShares Russell 1000 Growth ETF | 32.72% |
iShares Russell Top 200 Growth ETF | 32.68% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.114 |
Beta (5Y) | 1.050 |
Alpha (vs YCharts Benchmark) (5Y) | -3.750 |
Beta (vs YCharts Benchmark) (5Y) | 0.9287 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.04% |
Historical Sharpe Ratio (5Y) | 0.5262 |
Historical Sortino (5Y) | 0.6579 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.82% |