First Trust Large Cap Gr AlphaDEX® ETF (FTC)
93.48
+1.13
(+1.22%)
USD |
NASDAQ |
Jun 01, 16:00
FTC Max Drawdown (5Y): 34.66% for May 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| January 31, 2020 | 24.68% |
| December 31, 2019 | 24.68% |
| November 30, 2019 | 24.68% |
| October 31, 2019 | 24.68% |
| September 30, 2019 | 24.68% |
| August 31, 2019 | 24.68% |
| July 31, 2019 | 24.68% |
| June 30, 2019 | 24.68% |
| May 31, 2019 | 24.68% |
| April 30, 2019 | 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
15.07%
Minimum
Jun 2018
34.66%
Maximum
Mar 2020
30.22%
Average
34.66%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Invesco Dynamic Large Cap Growth ETF | 32.36% |
| Direxion NASDAQ-100® Equal Wtd ETF | 32.11% |
| Pacer Trendpilot™ 100 ETF | 28.06% |
| Nuveen ESG Large-Cap Growth ETF | 36.11% |
| Fidelity® Nasdaq Composite ETF | 35.23% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.951 |
| Beta (5Y) | 1.040 |
| Alpha (vs YCharts Benchmark) (5Y) | -6.891 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9235 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.64% |
| Historical Sharpe Ratio (5Y) | 0.3641 |
| Historical Sortino (5Y) | 0.4696 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.75% |