First Trust Dorsey Wright Dynamic Focus 5 ETF (FVC)
41.85
-0.17
(-0.41%)
USD |
NASDAQ |
Sep 18, 16:00
FVC Max Drawdown (5Y) : 22.63% 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 | 22.63% |
| July 31, 2026 | 22.63% |
| June 30, 2026 | 22.63% |
| May 31, 2026 | 22.63% |
| April 30, 2026 | 22.63% |
| March 31, 2026 | 22.63% |
| February 28, 2026 | 22.63% |
| January 31, 2026 | 22.63% |
| December 31, 2025 | 22.63% |
| November 30, 2025 | 22.63% |
| October 31, 2025 | 22.63% |
| September 30, 2025 | 22.63% |
| August 31, 2025 | 22.63% |
| July 31, 2025 | 22.63% |
| June 30, 2025 | 22.63% |
| May 31, 2025 | 22.63% |
| April 30, 2025 | 22.63% |
| March 31, 2025 | 25.53% |
| February 28, 2025 | 30.96% |
| January 31, 2025 | 30.96% |
| December 31, 2024 | 30.96% |
| November 30, 2024 | 30.96% |
| October 31, 2024 | 30.96% |
| September 30, 2024 | 30.96% |
| August 31, 2024 | 30.96% |
| Date | Value |
|---|---|
| July 31, 2024 | 30.96% |
| June 30, 2024 | 30.96% |
| May 31, 2024 | 30.96% |
| April 30, 2024 | 30.96% |
| March 31, 2024 | 30.96% |
| February 29, 2024 | 30.96% |
| January 31, 2024 | 30.96% |
| December 31, 2023 | 30.96% |
| November 30, 2023 | 30.96% |
| October 31, 2023 | 30.96% |
| September 30, 2023 | 30.96% |
| August 31, 2023 | 30.96% |
| July 31, 2023 | 30.96% |
| June 30, 2023 | 30.96% |
| May 31, 2023 | 30.96% |
| April 30, 2023 | 30.96% |
| March 31, 2023 | 30.96% |
| February 28, 2023 | 30.96% |
| January 31, 2023 | 30.96% |
| December 31, 2022 | 30.96% |
| November 30, 2022 | 30.96% |
| October 31, 2022 | 30.96% |
| September 30, 2022 | 30.96% |
| August 31, 2022 | 30.96% |
| July 31, 2022 | 30.96% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Invesco Biotechnology & Genome ETF | 37.84% |
| Invesco Water Resources ETF | 28.60% |
| First Trust Dorsey Wright Focus 5 ETF | 23.08% |
| Amplify Digital Payments ETF | 51.75% |
| Amplify Online Retail ETF | 73.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.035 |
| Beta (5Y) | 0.7358 |
| Alpha (vs YCharts Benchmark) (5Y) | -6.015 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7157 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.95% |
| Historical Sharpe Ratio (5Y) | 0.0342 |
| Historical Sortino (5Y) | 0.0538 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.73% |