First Trust Nasdaq Food & Beverage ETF (FTXG)
24.01
+0.11
(+0.46%)
USD |
NASDAQ |
Apr 18, 16:00
24.01
0.00 (0.00%)
After-Hours: 18:54
FTXG Max Drawdown (5Y): 31.53% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 31.53% |
| February 29, 2024 | 31.53% |
| January 31, 2024 | 31.53% |
| December 31, 2023 | 31.53% |
| November 30, 2023 | 31.53% |
| October 31, 2023 | 31.53% |
| September 30, 2023 | 31.53% |
| August 31, 2023 | 31.53% |
| July 31, 2023 | 31.53% |
| June 30, 2023 | 31.53% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
16.72%
Minimum
Apr 2019
31.53%
Maximum
Mar 2020
28.81%
Average
31.53%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.728 |
| Beta (5Y) | 0.6293 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.118 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9547 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.94% |
| Historical Sharpe Ratio (5Y) | 0.2723 |
| Historical Sortino (5Y) | 0.3266 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.47% |