First Trust Dividend Strength ETF (FTDS)
46.29
+0.71 (+1.56%)
USD |
NASDAQ |
Aug 12, 16:00
FTDS Max Drawdown (5Y): 42.47% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 42.47% |
| June 30, 2022 | 42.47% |
| May 31, 2022 | 42.47% |
| April 30, 2022 | 42.47% |
| March 31, 2022 | 42.47% |
| February 28, 2022 | 42.47% |
| January 31, 2022 | 42.47% |
| December 31, 2021 | 42.47% |
| November 30, 2021 | 42.47% |
| October 31, 2021 | 42.47% |
| September 30, 2021 | 42.47% |
| August 31, 2021 | 42.47% |
| July 31, 2021 | 42.47% |
| June 30, 2021 | 42.47% |
| May 31, 2021 | 42.47% |
| April 30, 2021 | 42.47% |
| March 31, 2021 | 42.47% |
| February 28, 2021 | 42.47% |
| January 31, 2021 | 42.47% |
| December 31, 2020 | 42.47% |
| November 30, 2020 | 42.47% |
| October 31, 2020 | 42.47% |
| September 30, 2020 | 42.47% |
| August 31, 2020 | 42.47% |
| July 31, 2020 | 42.47% |
| Date | Value |
|---|---|
| June 30, 2020 | 42.47% |
| May 31, 2020 | 42.47% |
| April 30, 2020 | 42.47% |
| March 31, 2020 | 42.47% |
| February 29, 2020 | 22.60% |
| January 31, 2020 | 22.60% |
| December 31, 2019 | 22.60% |
| November 30, 2019 | 22.60% |
| October 31, 2019 | 22.60% |
| September 30, 2019 | 22.60% |
| August 31, 2019 | 22.60% |
| July 31, 2019 | 22.60% |
| June 30, 2019 | 22.60% |
| May 31, 2019 | 22.60% |
| April 30, 2019 | 22.60% |
| March 31, 2019 | 22.60% |
| February 28, 2019 | 22.60% |
| January 31, 2019 | 22.60% |
| December 31, 2018 | 22.60% |
| November 30, 2018 | 21.84% |
| October 31, 2018 | 21.84% |
| September 30, 2018 | 21.84% |
| August 31, 2018 | 21.84% |
| July 31, 2018 | 21.84% |
| June 30, 2018 | 21.84% |
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
21.84%
Minimum
Aug 2017
42.47%
Maximum
Mar 2020
32.00%
Average
22.60%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.494 |
| Beta (5Y) | 1.150 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.85% |
| Historical Sharpe Ratio (5Y) | 0.4648 |
| Historical Sortino (5Y) | 0.4697 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.65% |