First Trust Cnsmr Staples AlphaDEX® ETF (FXG)
60.34
-0.22
(-0.36%)
USD |
NYSEARCA |
Sep 29, 16:00
60.42
+0.08
(+0.13%)
After-Hours: 20:00
FXG Max Drawdown (5Y): 27.54% for Sept. 30, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2023 | 27.54% |
August 31, 2023 | 27.54% |
July 31, 2023 | 27.54% |
June 30, 2023 | 27.54% |
May 31, 2023 | 27.54% |
April 30, 2023 | 27.54% |
March 31, 2023 | 27.54% |
February 28, 2023 | 27.54% |
January 31, 2023 | 27.54% |
December 31, 2022 | 27.54% |
November 30, 2022 | 27.54% |
October 31, 2022 | 27.54% |
September 30, 2022 | 27.54% |
August 31, 2022 | 27.54% |
July 31, 2022 | 27.54% |
June 30, 2022 | 27.54% |
May 31, 2022 | 27.54% |
April 30, 2022 | 27.54% |
March 31, 2022 | 27.54% |
February 28, 2022 | 27.54% |
January 31, 2022 | 27.54% |
December 31, 2021 | 27.54% |
November 30, 2021 | 27.54% |
October 31, 2021 | 27.54% |
September 30, 2021 | 27.54% |
Date | Value |
---|---|
August 31, 2021 | 27.54% |
July 31, 2021 | 27.54% |
June 30, 2021 | 27.54% |
May 31, 2021 | 27.54% |
April 30, 2021 | 27.54% |
March 31, 2021 | 27.54% |
February 28, 2021 | 27.54% |
January 31, 2021 | 27.54% |
December 31, 2020 | 27.54% |
November 30, 2020 | 27.54% |
October 31, 2020 | 27.54% |
September 30, 2020 | 27.54% |
August 31, 2020 | 27.54% |
July 31, 2020 | 27.54% |
June 30, 2020 | 27.54% |
May 31, 2020 | 27.54% |
April 30, 2020 | 27.54% |
March 31, 2020 | 27.54% |
February 29, 2020 | 19.27% |
January 31, 2020 | 19.27% |
December 31, 2019 | 19.27% |
November 30, 2019 | 19.27% |
October 31, 2019 | 19.27% |
September 30, 2019 | 19.27% |
August 31, 2019 | 19.27% |
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
13.22%
Minimum
Oct 2018
27.54%
Maximum
Mar 2020
25.00%
Average
27.54%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.365 |
Beta (5Y) | 0.6823 |
Alpha (vs YCharts Benchmark) (5Y) | 0.5195 |
Beta (vs YCharts Benchmark) (5Y) | 0.9686 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.77% |
Historical Sharpe Ratio (5Y) | 0.4127 |
Historical Sortino (5Y) | 0.5242 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.87% |