First Trust Nasdaq Oil & Gas ETF (FTXN)
32.31
-0.39
(-1.20%)
USD |
NASDAQ |
Apr 26, 12:28
FTXN Max Drawdown (5Y): 73.49% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 73.49% |
| February 29, 2024 | 73.49% |
| January 31, 2024 | 73.49% |
| December 31, 2023 | 73.49% |
| November 30, 2023 | 73.49% |
| October 31, 2023 | 73.49% |
| September 30, 2023 | 73.49% |
| August 31, 2023 | 73.49% |
| July 31, 2023 | 73.49% |
| June 30, 2023 | 73.49% |
| May 31, 2023 | 73.49% |
| April 30, 2023 | 73.49% |
| March 31, 2023 | 73.49% |
| February 28, 2023 | 73.49% |
| January 31, 2023 | 73.49% |
| December 31, 2022 | 73.49% |
| November 30, 2022 | 73.49% |
| October 31, 2022 | 73.49% |
| September 30, 2022 | 73.49% |
| August 31, 2022 | 73.49% |
| July 31, 2022 | 73.49% |
| June 30, 2022 | 73.49% |
| May 31, 2022 | 73.49% |
| April 30, 2022 | 73.49% |
| March 31, 2022 | 73.49% |
| Date | Value |
|---|---|
| February 28, 2022 | 73.49% |
| January 31, 2022 | 73.49% |
| December 31, 2021 | 73.49% |
| November 30, 2021 | 73.49% |
| October 31, 2021 | 73.49% |
| September 30, 2021 | 73.49% |
| August 31, 2021 | 73.49% |
| July 31, 2021 | 73.49% |
| June 30, 2021 | 73.49% |
| May 31, 2021 | 73.49% |
| April 30, 2021 | 73.49% |
| March 31, 2021 | 73.49% |
| February 28, 2021 | 73.49% |
| January 31, 2021 | 73.49% |
| December 31, 2020 | 73.49% |
| November 30, 2020 | 73.49% |
| October 31, 2020 | 73.49% |
| September 30, 2020 | 73.49% |
| August 31, 2020 | 73.49% |
| July 31, 2020 | 73.49% |
| June 30, 2020 | 73.49% |
| May 31, 2020 | 73.49% |
| April 30, 2020 | 73.49% |
| March 31, 2020 | 73.49% |
| February 29, 2020 | 51.08% |
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
39.46%
Minimum
Apr 2019
73.49%
Maximum
Mar 2020
67.67%
Average
73.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.529 |
| Beta (5Y) | 1.331 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.512 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9998 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.69% |
| Historical Sharpe Ratio (5Y) | 0.2994 |
| Historical Sortino (5Y) | 0.3977 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.02% |