First Trust Utilities AlphaDEX® ETF (FXU)
38.98
+0.52
(+1.35%)
USD |
NYSEARCA |
Nov 15, 16:00
38.99
+0.01
(+0.03%)
After-Hours: 20:00
FXU Max Drawdown (5Y): 34.81% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 34.81% |
| September 30, 2024 | 34.81% |
| August 31, 2024 | 34.81% |
| July 31, 2024 | 34.81% |
| June 30, 2024 | 34.81% |
| May 31, 2024 | 34.81% |
| April 30, 2024 | 34.81% |
| March 31, 2024 | 34.81% |
| February 29, 2024 | 34.81% |
| January 31, 2024 | 34.81% |
| December 31, 2023 | 34.81% |
| November 30, 2023 | 34.81% |
| October 31, 2023 | 34.81% |
| September 30, 2023 | 34.81% |
| August 31, 2023 | 34.81% |
| July 31, 2023 | 34.81% |
| June 30, 2023 | 34.81% |
| May 31, 2023 | 34.81% |
| April 30, 2023 | 34.81% |
| March 31, 2023 | 34.81% |
| February 28, 2023 | 34.81% |
| January 31, 2023 | 34.81% |
| December 31, 2022 | 34.81% |
| November 30, 2022 | 34.81% |
| October 31, 2022 | 34.81% |
| Date | Value |
|---|---|
| September 30, 2022 | 34.81% |
| August 31, 2022 | 34.81% |
| July 31, 2022 | 34.81% |
| June 30, 2022 | 34.81% |
| May 31, 2022 | 34.81% |
| April 30, 2022 | 34.81% |
| March 31, 2022 | 34.81% |
| February 28, 2022 | 34.81% |
| January 31, 2022 | 34.81% |
| December 31, 2021 | 34.81% |
| November 30, 2021 | 34.81% |
| October 31, 2021 | 34.81% |
| September 30, 2021 | 34.81% |
| August 31, 2021 | 34.81% |
| July 31, 2021 | 34.81% |
| June 30, 2021 | 34.81% |
| May 31, 2021 | 34.81% |
| April 30, 2021 | 34.81% |
| March 31, 2021 | 34.81% |
| February 28, 2021 | 34.81% |
| January 31, 2021 | 34.81% |
| December 31, 2020 | 34.81% |
| November 30, 2020 | 34.81% |
| October 31, 2020 | 34.81% |
| September 30, 2020 | 34.81% |
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
14.69%
Minimum
Nov 2019
34.81%
Maximum
Mar 2020
33.47%
Average
34.81%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Invesco S&P 500® Equal Weight Utilts ETF | 36.82% |
| Gabelli Utility Trust | 42.09% |
| iShares US Utilities ETF | 36.18% |
| Invesco Dorsey Wright Utilities Momt ETF | 35.59% |
| Vanguard Utilities ETF | 36.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.8001 |
| Beta (5Y) | 0.6897 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.7114 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9251 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.67% |
| Historical Sharpe Ratio (5Y) | 0.2982 |
| Historical Sortino (5Y) | 0.3727 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.86% |