First Trust Nasdaq Food & Beverage ETF (FTXG)
26.74
+0.36
(+1.36%)
USD |
NASDAQ |
Jun 02, 16:00
26.77
+0.03
(+0.11%)
After-Hours: 20:00
FTXG Max Drawdown (5Y): 31.53% for May 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2023 | 31.53% |
April 30, 2023 | 31.53% |
March 31, 2023 | 31.53% |
February 28, 2023 | 31.53% |
January 31, 2023 | 31.53% |
December 31, 2022 | 31.53% |
November 30, 2022 | 31.53% |
October 31, 2022 | 31.53% |
September 30, 2022 | 31.53% |
August 31, 2022 | 31.53% |
July 31, 2022 | 31.53% |
June 30, 2022 | 31.53% |
May 31, 2022 | 31.53% |
April 30, 2022 | 31.53% |
March 31, 2022 | 31.53% |
February 28, 2022 | 31.53% |
January 31, 2022 | 31.53% |
December 31, 2021 | 31.53% |
November 30, 2021 | 31.53% |
October 31, 2021 | 31.53% |
September 30, 2021 | 31.53% |
August 31, 2021 | 31.53% |
July 31, 2021 | 31.53% |
June 30, 2021 | 31.53% |
May 31, 2021 | 31.53% |
Date | Value |
---|---|
April 30, 2021 | 31.53% |
March 31, 2021 | 31.53% |
February 28, 2021 | 31.53% |
January 31, 2021 | 31.53% |
December 31, 2020 | 31.53% |
November 30, 2020 | 31.53% |
October 31, 2020 | 31.53% |
September 30, 2020 | 31.53% |
August 31, 2020 | 31.53% |
July 31, 2020 | 31.53% |
June 30, 2020 | 31.53% |
May 31, 2020 | 31.53% |
April 30, 2020 | 31.53% |
March 31, 2020 | 31.53% |
February 29, 2020 | 16.72% |
January 31, 2020 | 16.72% |
December 31, 2019 | 16.72% |
November 30, 2019 | 16.72% |
October 31, 2019 | 16.72% |
September 30, 2019 | 16.72% |
August 31, 2019 | 16.72% |
July 31, 2019 | 16.72% |
June 30, 2019 | 16.72% |
May 31, 2019 | 16.72% |
April 30, 2019 | 16.72% |
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
10.01%
Minimum
Jun 2018
31.53%
Maximum
Mar 2020
25.67%
Average
31.53%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.722 |
Beta (5Y) | 0.6167 |
Alpha (vs YCharts Benchmark) (5Y) | 0.5985 |
Beta (vs YCharts Benchmark) (5Y) | 0.9392 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.55% |
Historical Sharpe Ratio (5Y) | 0.4858 |
Historical Sortino (5Y) | 0.5546 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.11% |