First Trust Financials AlphaDEX® ETF (FXO)
44.19
+0.24
(+0.55%)
USD |
NYSEARCA |
Apr 18, 16:00
44.19
0.00 (0.00%)
After-Hours: 17:33
FXO Max Drawdown (5Y): 48.55% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 48.55% |
February 29, 2024 | 48.55% |
January 31, 2024 | 48.55% |
December 31, 2023 | 48.55% |
November 30, 2023 | 48.55% |
October 31, 2023 | 48.55% |
September 30, 2023 | 48.55% |
August 31, 2023 | 48.55% |
July 31, 2023 | 48.55% |
June 30, 2023 | 48.55% |
May 31, 2023 | 48.55% |
April 30, 2023 | 48.55% |
March 31, 2023 | 48.55% |
February 28, 2023 | 48.55% |
January 31, 2023 | 48.55% |
December 31, 2022 | 48.55% |
November 30, 2022 | 48.55% |
October 31, 2022 | 48.55% |
September 30, 2022 | 48.55% |
August 31, 2022 | 48.55% |
July 31, 2022 | 48.55% |
June 30, 2022 | 48.55% |
May 31, 2022 | 48.55% |
April 30, 2022 | 48.55% |
March 31, 2022 | 48.55% |
Date | Value |
---|---|
February 28, 2022 | 48.55% |
January 31, 2022 | 48.55% |
December 31, 2021 | 48.55% |
November 30, 2021 | 48.55% |
October 31, 2021 | 48.55% |
September 30, 2021 | 48.55% |
August 31, 2021 | 48.55% |
July 31, 2021 | 48.55% |
June 30, 2021 | 48.55% |
May 31, 2021 | 48.55% |
April 30, 2021 | 48.55% |
March 31, 2021 | 48.55% |
February 28, 2021 | 48.55% |
January 31, 2021 | 48.55% |
December 31, 2020 | 48.55% |
November 30, 2020 | 48.55% |
October 31, 2020 | 48.55% |
September 30, 2020 | 48.55% |
August 31, 2020 | 48.55% |
July 31, 2020 | 48.55% |
June 30, 2020 | 48.55% |
May 31, 2020 | 48.55% |
April 30, 2020 | 48.55% |
March 31, 2020 | 48.55% |
February 29, 2020 | 21.48% |
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
21.48%
Minimum
Apr 2019
48.55%
Maximum
Mar 2020
43.59%
Average
48.55%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares US Insurance ETF | 44.96% |
iShares US Regional Banks ETF | 55.53% |
SPDR® S&P Insurance ETF | 44.30% |
Invesco S&P 500® Equal Weight Fincl ETF | 44.77% |
First Trust Nasdaq Bank ETF | 55.24% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.598 |
Beta (5Y) | 1.188 |
Alpha (vs YCharts Benchmark) (5Y) | -0.9281 |
Beta (vs YCharts Benchmark) (5Y) | 1.097 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.47% |
Historical Sharpe Ratio (5Y) | 0.3644 |
Historical Sortino (5Y) | 0.4068 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.26% |