First Trust Cnsmr Staples AlphaDEX® ETF (FXG)
66.58
-0.25
(-0.37%)
USD |
NYSEARCA |
May 08, 16:00
67.28
+0.70
(+1.05%)
After-Hours: 20:00
FXG Max Drawdown (5Y): 29.41% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 29.41% |
March 31, 2024 | 29.41% |
February 29, 2024 | 29.41% |
January 31, 2024 | 29.41% |
December 31, 2023 | 29.41% |
November 30, 2023 | 29.41% |
October 31, 2023 | 29.41% |
September 30, 2023 | 29.41% |
August 31, 2023 | 29.41% |
July 31, 2023 | 29.41% |
June 30, 2023 | 29.41% |
May 31, 2023 | 29.41% |
April 30, 2023 | 29.41% |
March 31, 2023 | 29.41% |
February 28, 2023 | 29.41% |
January 31, 2023 | 29.41% |
December 31, 2022 | 29.41% |
November 30, 2022 | 29.41% |
October 31, 2022 | 29.41% |
September 30, 2022 | 29.41% |
August 31, 2022 | 29.41% |
July 31, 2022 | 29.41% |
June 30, 2022 | 29.41% |
May 31, 2022 | 29.41% |
April 30, 2022 | 29.41% |
Date | Value |
---|---|
March 31, 2022 | 29.41% |
February 28, 2022 | 29.41% |
January 31, 2022 | 29.41% |
December 31, 2021 | 29.41% |
November 30, 2021 | 29.41% |
October 31, 2021 | 29.41% |
September 30, 2021 | 29.41% |
August 31, 2021 | 29.41% |
July 31, 2021 | 29.41% |
June 30, 2021 | 29.41% |
May 31, 2021 | 29.41% |
April 30, 2021 | 29.41% |
March 31, 2021 | 29.41% |
February 28, 2021 | 29.41% |
January 31, 2021 | 29.41% |
December 31, 2020 | 29.41% |
November 30, 2020 | 29.41% |
October 31, 2020 | 29.41% |
September 30, 2020 | 29.41% |
August 31, 2020 | 29.41% |
July 31, 2020 | 29.41% |
June 30, 2020 | 29.41% |
May 31, 2020 | 29.41% |
April 30, 2020 | 29.41% |
March 31, 2020 | 29.41% |
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
20.92%
Minimum
May 2019
29.41%
Maximum
Mar 2020
28.00%
Average
29.41%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.1389 |
Beta (5Y) | 0.6835 |
Alpha (vs YCharts Benchmark) (5Y) | -0.5487 |
Beta (vs YCharts Benchmark) (5Y) | 0.9826 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.45% |
Historical Sharpe Ratio (5Y) | 0.363 |
Historical Sortino (5Y) | 0.4666 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.19% |