First Trust Indxx Glbl Natrl Res Inc ETF (FTRI)
12.19
+0.14
(+1.20%)
USD |
NASDAQ |
May 26, 16:00
12.20
+0.01
(+0.04%)
After-Hours: 20:00
FTRI Max Drawdown (5Y): 53.59% for April 30, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2023 | 53.59% |
| March 31, 2023 | 53.59% |
| February 28, 2023 | 53.59% |
| January 31, 2023 | 53.59% |
| December 31, 2022 | 53.59% |
| November 30, 2022 | 53.59% |
| October 31, 2022 | 53.59% |
| September 30, 2022 | 55.42% |
| August 31, 2022 | 57.15% |
| July 31, 2022 | 58.37% |
| June 30, 2022 | 59.29% |
| May 31, 2022 | 60.86% |
| April 30, 2022 | 61.76% |
| March 31, 2022 | 62.01% |
| February 28, 2022 | 62.01% |
| January 31, 2022 | 62.38% |
| December 31, 2021 | 62.55% |
| November 30, 2021 | 62.55% |
| October 31, 2021 | 62.55% |
| September 30, 2021 | 65.19% |
| August 31, 2021 | 67.41% |
| July 31, 2021 | 67.65% |
| June 30, 2021 | 68.21% |
| May 31, 2021 | 68.21% |
| April 30, 2021 | 68.32% |
| Date | Value |
|---|---|
| March 31, 2021 | 70.01% |
| February 28, 2021 | 73.56% |
| January 31, 2021 | 75.29% |
| December 31, 2020 | 75.29% |
| November 30, 2020 | 79.01% |
| October 31, 2020 | 79.59% |
| September 30, 2020 | 79.59% |
| August 31, 2020 | 79.59% |
| July 31, 2020 | 79.59% |
| June 30, 2020 | 79.59% |
| May 31, 2020 | 79.59% |
| April 30, 2020 | 79.59% |
| March 31, 2020 | 79.59% |
| February 29, 2020 | 79.59% |
| January 31, 2020 | 79.59% |
| December 31, 2019 | 79.59% |
| November 30, 2019 | 79.59% |
| October 31, 2019 | 79.59% |
| September 30, 2019 | 79.59% |
| August 31, 2019 | 79.59% |
| July 31, 2019 | 79.59% |
| June 30, 2019 | 79.59% |
| May 31, 2019 | 79.59% |
| April 30, 2019 | 79.59% |
| March 31, 2019 | 79.59% |
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
53.59%
Minimum
Oct 2022
79.59%
Maximum
May 2018
71.13%
Average
79.30%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.467 |
| Beta (5Y) | 1.037 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.207 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7012 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.09% |
| Historical Sharpe Ratio (5Y) | 0.3248 |
| Historical Sortino (5Y) | 0.3929 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.60% |