First Trust Health Care AlphaDEX Fund (FXH)

106.01 +0.42 (+0.39%) USD  |  NYSEARCA  |  Dec 26, 16:00
105.86 -0.15 (-0.14%) After-Hours: 20:00
More

FXH Max Drawdown (5Y): 30.61% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for FXH.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
iShares Biotechnology ETF 39.82%
iShares US Medical Devices ETF 33.25%
First Trust NYSE Arca Biotechnology Index Fund 33.28%
WisdomTree BioRevolution Fund --
Invesco Nasdaq Biotechnology ETF --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.920
Beta (5Y) 0.7709
Alpha (vs YCharts Benchmark) (5Y) -3.676
Beta (vs YCharts Benchmark) (5Y) 1.009
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 19.30%
Historical Sharpe Ratio (5Y) 0.1966
Historical Sortino (5Y) 0.2808
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.62%