First Trust Energy AlphaDEX® ETF (FXN)
17.44
+0.14
(+0.81%)
USD |
NYSEARCA |
Nov 14, 16:00
17.41
-0.03
(-0.17%)
After-Hours: 20:00
FXN Max Drawdown (5Y): 83.25% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 83.25% |
September 30, 2024 | 83.25% |
August 31, 2024 | 83.25% |
July 31, 2024 | 83.25% |
June 30, 2024 | 83.25% |
May 31, 2024 | 83.25% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
83.25%
Maximum
Mar 2020
81.95%
Average
83.25%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.274 |
Beta (5Y) | 1.638 |
Alpha (vs YCharts Benchmark) (5Y) | -8.200 |
Beta (vs YCharts Benchmark) (5Y) | 1.608 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.24% |
Historical Sharpe Ratio (5Y) | 0.2838 |
Historical Sortino (5Y) | 0.3628 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.74% |