First Trust BuyWrite Income ETF (FTHI)
23.47
-0.24
(-1.01%)
USD |
NASDAQ |
Nov 15, 16:00
23.44
-0.03
(-0.13%)
After-Hours: 20:00
FTHI Max Drawdown (5Y): 32.65% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 32.65% |
| September 30, 2024 | 32.65% |
| August 31, 2024 | 32.65% |
| July 31, 2024 | 32.65% |
| June 30, 2024 | 32.65% |
| May 31, 2024 | 32.65% |
| April 30, 2024 | 32.65% |
| March 31, 2024 | 32.65% |
| February 29, 2024 | 32.65% |
| January 31, 2024 | 32.65% |
| December 31, 2023 | 32.65% |
| November 30, 2023 | 32.65% |
| October 31, 2023 | 32.65% |
| September 30, 2023 | 32.65% |
| August 31, 2023 | 32.65% |
| July 31, 2023 | 32.65% |
| June 30, 2023 | 32.65% |
| May 31, 2023 | 32.65% |
| April 30, 2023 | 32.65% |
| March 31, 2023 | 32.65% |
| February 28, 2023 | 32.65% |
| January 31, 2023 | 32.65% |
| December 31, 2022 | 32.65% |
| November 30, 2022 | 32.65% |
| October 31, 2022 | 32.65% |
| Date | Value |
|---|---|
| September 30, 2022 | 32.65% |
| August 31, 2022 | 32.65% |
| July 31, 2022 | 32.65% |
| June 30, 2022 | 32.65% |
| May 31, 2022 | 32.65% |
| April 30, 2022 | 32.65% |
| March 31, 2022 | 32.65% |
| February 28, 2022 | 32.65% |
| January 31, 2022 | 32.65% |
| December 31, 2021 | 32.65% |
| November 30, 2021 | 32.65% |
| October 31, 2021 | 32.65% |
| September 30, 2021 | 32.65% |
| August 31, 2021 | 32.65% |
| July 31, 2021 | 32.65% |
| June 30, 2021 | 32.65% |
| May 31, 2021 | 32.65% |
| April 30, 2021 | 32.65% |
| March 31, 2021 | 32.65% |
| February 28, 2021 | 32.65% |
| January 31, 2021 | 32.65% |
| December 31, 2020 | 32.65% |
| November 30, 2020 | 32.65% |
| October 31, 2020 | 32.65% |
| September 30, 2020 | 32.65% |
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
17.17%
Minimum
Nov 2019
32.65%
Maximum
Mar 2020
31.62%
Average
32.65%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.980 |
| Beta (5Y) | 0.7022 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.092 |
| Beta (vs YCharts Benchmark) (5Y) | 0.4324 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.35% |
| Historical Sharpe Ratio (5Y) | 0.3313 |
| Historical Sortino (5Y) | 0.2878 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.46% |