First Trust Nasdaq Bank ETF (FTXO)
27.13
+0.22
(+0.82%)
USD |
NASDAQ |
Mar 28, 16:00
27.13
0.00 (0.00%)
After-Hours: 17:52
FTXO Max Drawdown (5Y): 55.24% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 55.24% |
January 31, 2024 | 55.24% |
December 31, 2023 | 55.24% |
November 30, 2023 | 55.24% |
October 31, 2023 | 55.24% |
September 30, 2023 | 55.24% |
August 31, 2023 | 55.24% |
July 31, 2023 | 55.24% |
June 30, 2023 | 55.24% |
May 31, 2023 | 55.24% |
April 30, 2023 | 55.24% |
March 31, 2023 | 55.24% |
February 28, 2023 | 55.24% |
January 31, 2023 | 55.24% |
December 31, 2022 | 55.24% |
November 30, 2022 | 55.24% |
October 31, 2022 | 55.24% |
September 30, 2022 | 55.24% |
August 31, 2022 | 55.24% |
July 31, 2022 | 55.24% |
June 30, 2022 | 55.24% |
May 31, 2022 | 55.24% |
April 30, 2022 | 55.24% |
March 31, 2022 | 55.24% |
February 28, 2022 | 55.24% |
Date | Value |
---|---|
January 31, 2022 | 55.24% |
December 31, 2021 | 55.24% |
November 30, 2021 | 55.24% |
October 31, 2021 | 55.24% |
September 30, 2021 | 55.24% |
August 31, 2021 | 55.24% |
July 31, 2021 | 55.24% |
June 30, 2021 | 55.24% |
May 31, 2021 | 55.24% |
April 30, 2021 | 55.24% |
March 31, 2021 | 55.24% |
February 28, 2021 | 55.24% |
January 31, 2021 | 55.24% |
December 31, 2020 | 55.24% |
November 30, 2020 | 55.24% |
October 31, 2020 | 55.24% |
September 30, 2020 | 55.24% |
August 31, 2020 | 55.24% |
July 31, 2020 | 55.24% |
June 30, 2020 | 55.24% |
May 31, 2020 | 55.24% |
April 30, 2020 | 55.24% |
March 31, 2020 | 55.24% |
February 29, 2020 | 32.62% |
January 31, 2020 | 32.62% |
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
32.62%
Minimum
Mar 2019
55.24%
Maximum
Mar 2020
50.72%
Average
55.24%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.61 |
Beta (5Y) | 1.199 |
Alpha (vs YCharts Benchmark) (5Y) | -10.76 |
Beta (vs YCharts Benchmark) (5Y) | 1.250 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.64% |
Historical Sharpe Ratio (5Y) | 0.1633 |
Historical Sortino (5Y) | 0.2015 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.25% |