First Trust Energy AlphaDEX® ETF (FXN)
18.42
-0.28
(-1.52%)
USD |
NYSEARCA |
May 10, 16:00
18.42
0.00 (0.00%)
After-Hours: 20:00
FXN Max Drawdown (5Y): 83.25% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 83.25% |
March 31, 2024 | 83.25% |
February 29, 2024 | 83.25% |
January 31, 2024 | 83.25% |
December 31, 2023 | 83.25% |
November 30, 2023 | 83.25% |
October 31, 2023 | 83.25% |
September 30, 2023 | 83.25% |
August 31, 2023 | 83.25% |
July 31, 2023 | 83.25% |
June 30, 2023 | 83.25% |
May 31, 2023 | 83.25% |
April 30, 2023 | 83.25% |
March 31, 2023 | 83.25% |
February 28, 2023 | 83.25% |
January 31, 2023 | 83.25% |
December 31, 2022 | 83.25% |
November 30, 2022 | 83.25% |
October 31, 2022 | 83.25% |
September 30, 2022 | 83.25% |
August 31, 2022 | 83.25% |
July 31, 2022 | 83.25% |
June 30, 2022 | 83.25% |
May 31, 2022 | 83.25% |
April 30, 2022 | 83.25% |
Date | Value |
---|---|
March 31, 2022 | 83.25% |
February 28, 2022 | 83.25% |
January 31, 2022 | 83.25% |
December 31, 2021 | 83.25% |
November 30, 2021 | 83.25% |
October 31, 2021 | 83.25% |
September 30, 2021 | 83.25% |
August 31, 2021 | 83.25% |
July 31, 2021 | 83.25% |
June 30, 2021 | 83.25% |
May 31, 2021 | 83.25% |
April 30, 2021 | 83.25% |
March 31, 2021 | 83.25% |
February 28, 2021 | 83.25% |
January 31, 2021 | 83.25% |
December 31, 2020 | 83.25% |
November 30, 2020 | 83.25% |
October 31, 2020 | 83.25% |
September 30, 2020 | 83.25% |
August 31, 2020 | 83.25% |
July 31, 2020 | 83.25% |
June 30, 2020 | 83.25% |
May 31, 2020 | 83.25% |
April 30, 2020 | 83.25% |
March 31, 2020 | 83.25% |
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
62.26%
Minimum
May 2019
83.25%
Maximum
Mar 2020
79.85%
Average
83.25%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.745 |
Beta (5Y) | 1.709 |
Alpha (vs YCharts Benchmark) (5Y) | -3.416 |
Beta (vs YCharts Benchmark) (5Y) | 1.187 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.07% |
Historical Sharpe Ratio (5Y) | 0.1914 |
Historical Sortino (5Y) | 0.2455 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.01% |