First Trust Nasdaq Transportation ETF (FTXR)
42.38
+0.11
(+0.27%)
USD |
NASDAQ |
Sep 22, 13:32
FTXR Max Drawdown (5Y) : 33.97% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 33.97% |
| July 31, 2026 | 33.97% |
| June 30, 2026 | 33.97% |
| May 31, 2026 | 33.97% |
| April 30, 2026 | 33.97% |
| March 31, 2026 | 33.97% |
| February 28, 2026 | 33.97% |
| January 31, 2026 | 33.97% |
| December 31, 2025 | 33.97% |
| November 30, 2025 | 33.97% |
| October 31, 2025 | 33.97% |
| September 30, 2025 | 33.97% |
| August 31, 2025 | 33.97% |
| July 31, 2025 | 33.97% |
| June 30, 2025 | 33.97% |
| May 31, 2025 | 33.97% |
| April 30, 2025 | 42.11% |
| March 31, 2025 | 49.44% |
| February 28, 2025 | 52.06% |
| January 31, 2025 | 52.06% |
| December 31, 2024 | 52.06% |
| November 30, 2024 | 52.06% |
| October 31, 2024 | 52.06% |
| September 30, 2024 | 52.06% |
| August 31, 2024 | 52.06% |
| Date | Value |
|---|---|
| July 31, 2024 | 52.06% |
| June 30, 2024 | 52.06% |
| May 31, 2024 | 52.06% |
| April 30, 2024 | 52.06% |
| March 31, 2024 | 52.06% |
| February 29, 2024 | 52.06% |
| January 31, 2024 | 52.06% |
| December 31, 2023 | 52.06% |
| November 30, 2023 | 52.06% |
| October 31, 2023 | 52.06% |
| September 30, 2023 | 52.06% |
| August 31, 2023 | 52.06% |
| July 31, 2023 | 52.06% |
| June 30, 2023 | 52.06% |
| May 31, 2023 | 52.06% |
| April 30, 2023 | 52.06% |
| March 31, 2023 | 52.06% |
| February 28, 2023 | 52.06% |
| January 31, 2023 | 52.06% |
| December 31, 2022 | 52.06% |
| November 30, 2022 | 52.06% |
| October 31, 2022 | 52.06% |
| September 30, 2022 | 52.06% |
| August 31, 2022 | 52.06% |
| July 31, 2022 | 52.06% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| US Global Jets ETF | 55.58% |
| First Trust Nasdaq Bank ETF | 46.57% |
| First Trust Nasdaq Pharmaceuticals ETF | 19.51% |
| First Trust Nasdaq Oil & Gas ETF | 32.27% |
| First Trust Nasdaq Food & Beverage ETF | 21.68% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.599 |
| Beta (5Y) | 1.356 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.140 |
| Beta (vs YCharts Benchmark) (5Y) | 1.094 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.12% |
| Historical Sharpe Ratio (5Y) | 0.1971 |
| Historical Sortino (5Y) | 0.3496 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.08% |