First Trust Nasdaq BuyWrite Income ETF (FTQI)
20.26
+0.01
(+0.05%)
USD |
NASDAQ |
May 24, 10:12
FTQI Max Drawdown (5Y): 18.58% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 18.58% |
| March 31, 2024 | 18.58% |
| February 29, 2024 | 18.58% |
| January 31, 2024 | 18.58% |
| December 31, 2023 | 18.58% |
| November 30, 2023 | 18.58% |
| October 31, 2023 | 18.58% |
| September 30, 2023 | 18.58% |
| August 31, 2023 | 18.58% |
| July 31, 2023 | 18.58% |
| June 30, 2023 | 18.58% |
| May 31, 2023 | 18.58% |
| April 30, 2023 | 18.58% |
| March 31, 2023 | 18.58% |
| February 28, 2023 | 18.58% |
| January 31, 2023 | 18.58% |
| December 31, 2022 | 18.58% |
| November 30, 2022 | 18.58% |
| October 31, 2022 | 18.58% |
| September 30, 2022 | 16.92% |
| August 31, 2022 | 15.51% |
| July 31, 2022 | 15.51% |
| June 30, 2022 | 15.51% |
| May 31, 2022 | 15.51% |
| April 30, 2022 | 15.51% |
| Date | Value |
|---|---|
| March 31, 2022 | 15.51% |
| February 28, 2022 | 15.51% |
| January 31, 2022 | 15.51% |
| December 31, 2021 | 15.51% |
| November 30, 2021 | 15.51% |
| October 31, 2021 | 15.51% |
| September 30, 2021 | 15.51% |
| August 31, 2021 | 15.51% |
| July 31, 2021 | 15.51% |
| June 30, 2021 | 15.51% |
| May 31, 2021 | 15.51% |
| April 30, 2021 | 15.51% |
| March 31, 2021 | 15.51% |
| February 28, 2021 | 15.51% |
| January 31, 2021 | 15.51% |
| December 31, 2020 | 15.51% |
| November 30, 2020 | 15.51% |
| October 31, 2020 | 15.51% |
| September 30, 2020 | 15.51% |
| August 31, 2020 | 15.51% |
| July 31, 2020 | 15.51% |
| June 30, 2020 | 15.51% |
| May 31, 2020 | 15.51% |
| April 30, 2020 | 15.51% |
| March 31, 2020 | 15.51% |
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
15.19%
Minimum
May 2019
18.58%
Maximum
Oct 2022
16.45%
Average
15.51%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.076 |
| Beta (5Y) | 0.5076 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.076 |
| Beta (vs YCharts Benchmark) (5Y) | 0.5076 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.42% |
| Historical Sharpe Ratio (5Y) | 0.226 |
| Historical Sortino (5Y) | 0.2518 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.10% |