First Trust Senior Loan ETF (FTSL)
46.37
0.00 (0.00%)
USD |
NASDAQ |
Nov 14, 16:00
46.37
0.00 (0.00%)
After-Hours: 20:00
FTSL Max Drawdown (5Y): 22.67% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 22.67% |
| September 30, 2024 | 22.67% |
| August 31, 2024 | 22.67% |
| July 31, 2024 | 22.67% |
| June 30, 2024 | 22.67% |
| May 31, 2024 | 22.67% |
| April 30, 2024 | 22.67% |
| March 31, 2024 | 22.67% |
| February 29, 2024 | 22.67% |
| January 31, 2024 | 22.67% |
| December 31, 2023 | 22.67% |
| November 30, 2023 | 22.67% |
| October 31, 2023 | 22.67% |
| September 30, 2023 | 22.67% |
| August 31, 2023 | 22.67% |
| July 31, 2023 | 22.67% |
| June 30, 2023 | 22.67% |
| May 31, 2023 | 22.67% |
| April 30, 2023 | 22.67% |
| March 31, 2023 | 22.67% |
| February 28, 2023 | 22.67% |
| January 31, 2023 | 22.67% |
| December 31, 2022 | 22.67% |
| November 30, 2022 | 22.67% |
| October 31, 2022 | 22.67% |
| Date | Value |
|---|---|
| September 30, 2022 | 22.67% |
| August 31, 2022 | 22.67% |
| July 31, 2022 | 22.67% |
| June 30, 2022 | 22.67% |
| May 31, 2022 | 22.67% |
| April 30, 2022 | 22.67% |
| March 31, 2022 | 22.67% |
| February 28, 2022 | 22.67% |
| January 31, 2022 | 22.67% |
| December 31, 2021 | 22.67% |
| November 30, 2021 | 22.67% |
| October 31, 2021 | 22.67% |
| September 30, 2021 | 22.67% |
| August 31, 2021 | 22.67% |
| July 31, 2021 | 22.67% |
| June 30, 2021 | 22.67% |
| May 31, 2021 | 22.67% |
| April 30, 2021 | 22.67% |
| March 31, 2021 | 22.67% |
| February 28, 2021 | 22.67% |
| January 31, 2021 | 22.67% |
| December 31, 2020 | 22.67% |
| November 30, 2020 | 22.67% |
| October 31, 2020 | 22.67% |
| September 30, 2020 | 22.67% |
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
4.61%
Minimum
Nov 2019
22.67%
Maximum
Mar 2020
21.46%
Average
22.67%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Invesco Senior Loan ETF | 24.16% |
| SPDR® Blackstone Senior Loan ETF | 22.29% |
| Blackrock Debt Strategies Fund Inc | 45.38% |
| Franklin Senior Loan ETF | 19.52% |
| PIMCO Sr Ln Actv ETF | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.237 |
| Beta (5Y) | 0.2974 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.0678 |
| Beta (vs YCharts Benchmark) (5Y) | 0.1774 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 8.78% |
| Historical Sharpe Ratio (5Y) | 0.2809 |
| Historical Sortino (5Y) | 0.2125 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.98% |